+599.3%
MTUM vs EXPD
+544.5%
+54.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +1.7% | -1.1% | +2.9% | +2.2% |
| 30D | -1.7% | +4.1% | -5.7% | -3.2% |
| 3M | -6.3% | +17.9% | -24.2% | -12.3% |
| 6M | +21.8% | +29.2% | -7.4% | +9.5% |
| YTD | +22.0% | +27.4% | -5.3% | +9.4% |
| 1Y | +25.3% | +56.8% | -31.5% | +2.5% |
| 3Y | +112.1% | +68.0% | +44.1% | +65.0% |
| 5Y | +76.2% | +61.9% | +14.4% | +35.8% |
| 10Y | +340.1% | +316.0% | +24.1% | +120.4% |
| All | +599.3% | +544.5% | +54.8% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling