+349.5%
MTUM vs EXPD
+332.1%
+17.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | +0.7% | +2.0% | -1.3% | -0.1% |
| 30D | -2.4% | +4.4% | -6.9% | -4.1% |
| 3M | -3.6% | +15.7% | -19.4% | -9.3% |
| 6M | +23.7% | +37.5% | -13.8% | +8.2% |
| YTD | +22.9% | +29.9% | -7.0% | +9.1% |
| 1Y | +21.8% | +57.8% | -36.0% | -1.2% |
| 3Y | +114.4% | +71.6% | +42.8% | +63.8% |
| 5Y | +79.6% | +62.2% | +17.3% | +37.2% |
| All | +349.5% | +332.1% | +17.3% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling