-20.1%
MDT vs EXR
-10.8%
-9.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +6.0% | -6.9% | +12.9% | +8.0% |
| 3M | +15.5% | -3.0% | +18.5% | +16.5% |
| 6M | +3.4% | -2.9% | +6.3% | +4.2% |
| YTD | -2.2% | +9.3% | -11.4% | -4.6% |
| 1Y | +2.6% | -0.9% | +3.5% | +2.5% |
| 3Y | +27.5% | +24.7% | +2.8% | +19.4% |
| 5Y | -20.1% | -11.7% | -8.4% | -18.2% |
| All | -20.1% | -10.8% | -9.2% | -18.2% |
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