+1,010.1%
MDB vs EXR
+135.2%
+874.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -18.0% | -0.7% | -17.3% | -17.7% |
| 30D | -10.7% | -6.9% | -3.8% | -7.7% |
| 3M | +1.0% | -3.0% | +4.0% | +2.3% |
| 6M | +31.6% | -2.9% | +34.6% | +32.4% |
| YTD | -15.2% | +9.3% | -24.5% | -19.9% |
| 1Y | +10.1% | -0.9% | +11.1% | +8.5% |
| 3Y | -5.6% | +24.7% | -30.3% | -20.8% |
| 5Y | -24.5% | -11.7% | -12.8% | -22.9% |
| All | +1,010.1% | +135.2% | +874.9% | +749.6% |
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