-10.5%
MDB vs EXR
+54.2%
-64.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.2% |
| 30D | -11.3% | +18.8% | -30.1% | -15.1% |
| 3M | -23.0% | +9.9% | -32.9% | -24.8% |
| 6M | +14.8% | +12.6% | +2.1% | +11.2% |
| YTD | -19.4% | +26.5% | -45.9% | -24.8% |
| 1Y | -9.0% | +24.5% | -33.5% | -14.6% |
| All | -10.5% | +54.2% | -64.8% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling