-6.4%
MDB vs EXR
+22.7%
-29.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -17.4% | -2.6% | -14.9% | -16.9% |
| 30D | -2.0% | -7.2% | +5.2% | 0.0% |
| 3M | -3.0% | -3.5% | +0.5% | -2.1% |
| 6M | +48.7% | -5.3% | +54.0% | +50.2% |
| YTD | -12.1% | +9.4% | -21.5% | -15.2% |
| 1Y | +14.5% | +1.3% | +13.2% | +12.9% |
| All | -6.4% | +22.7% | -29.2% | -12.9% |
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