+10.5%
MDT vs EXR
+25.3%
-14.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | -0.4% | +1.5% | +1.2% |
| 30D | +9.2% | +18.2% | -9.1% | +2.7% |
| 3M | +14.5% | +7.3% | +7.1% | +11.3% |
| 6M | +37.3% | +13.8% | +23.5% | +31.4% |
| YTD | +9.8% | +25.9% | -16.1% | +1.2% |
| 1Y | +10.5% | +25.8% | -15.3% | +1.9% |
| All | +10.5% | +25.3% | -14.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling