+79.3%
MTUM vs EXPD
+59.0%
+20.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | -0.2% | +4.1% | -4.3% | -1.4% |
| 3M | -1.9% | +13.8% | -15.7% | -5.7% |
| 6M | +28.1% | +27.3% | +0.8% | +18.7% |
| YTD | +23.6% | +25.4% | -1.9% | +14.3% |
| 1Y | +26.1% | +54.4% | -28.2% | +8.5% |
| 3Y | +116.8% | +67.9% | +49.0% | +77.6% |
| All | +79.3% | +59.0% | +20.3% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling