-17.0%
MDLN vs EXR
+5.6%
-22.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.6% |
| 7D | -6.2% | -3.1% | -3.1% | -4.8% |
| 30D | +0.7% | -7.5% | +8.2% | +4.5% |
| 3M | -5.4% | -7.5% | +2.1% | -1.6% |
| 6M | -21.6% | -5.2% | -16.4% | -19.8% |
| YTD | -18.9% | +6.5% | -25.4% | -18.0% |
| All | -17.0% | +5.6% | -22.5% | -15.9% |
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