+227.7%
MDT vs EXR
+3,075.0%
-2,847.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | +8.6% | +18.3% | -9.7% | +4.0% |
| 3M | +12.2% | +9.1% | +3.1% | +9.7% |
| 6M | +33.7% | +11.7% | +22.0% | +30.0% |
| YTD | +7.8% | +25.7% | -17.9% | +1.3% |
| 1Y | +8.9% | +24.9% | -16.0% | +2.5% |
| 3Y | +57.6% | +51.4% | +6.2% | +39.3% |
| 5Y | -0.7% | -1.9% | +1.3% | -3.6% |
| 10Y | +60.3% | +214.0% | -153.7% | +13.1% |
| All | +227.7% | +3,075.0% | -2,847.4% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling