-40.5%
MDB vs EXR
-1.8%
-38.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +6.8% | -0.4% | +7.3% | +7.1% |
| 30D | -6.2% | +18.2% | -24.4% | -15.3% |
| 3M | -29.2% | +7.3% | -36.6% | -32.4% |
| 6M | +10.3% | +13.8% | -3.5% | +1.1% |
| YTD | -20.4% | +25.9% | -46.3% | -32.3% |
| 1Y | -4.8% | +25.8% | -30.6% | -19.2% |
| 3Y | -11.6% | +53.7% | -65.3% | -42.3% |
| All | -40.5% | -1.8% | -38.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling