+311.3%
MTUM vs EXPD
+335.0%
-23.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | +6.6% | +5.5% | +1.1% | +4.4% |
| 30D | -10.8% | -0.8% | -10.0% | -10.4% |
| 3M | -13.8% | +4.1% | -17.9% | -15.2% |
| 6M | -10.7% | +25.7% | -36.4% | -18.7% |
| YTD | +9.1% | +31.4% | -22.3% | -3.8% |
| 1Y | +11.4% | +42.2% | -30.8% | -5.1% |
| 3Y | +88.8% | +77.2% | +11.6% | +42.1% |
| 5Y | +51.7% | +61.0% | -9.3% | +16.7% |
| All | +311.3% | +335.0% | -23.7% | +98.6% |
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