+954.3%
MDB vs EXR
+172.2%
+782.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.5% |
| 30D | -11.3% | +18.8% | -30.1% | -18.5% |
| 3M | -23.0% | +9.9% | -32.9% | -26.5% |
| 6M | +14.8% | +12.6% | +2.1% | +7.6% |
| YTD | -19.4% | +26.5% | -45.9% | -29.2% |
| 1Y | -9.0% | +24.5% | -33.5% | -19.4% |
| 3Y | -10.3% | +52.4% | -62.7% | -31.9% |
| 5Y | -38.4% | -1.5% | -36.8% | -40.7% |
| All | +954.3% | +172.2% | +782.1% | +651.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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