+203.1%
MDT vs EXR
+2,662.2%
-2,459.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.5% |
| 7D | +3.2% | -2.6% | +5.8% | +3.9% |
| 30D | +9.5% | -7.2% | +16.7% | +11.6% |
| 3M | +16.0% | -3.5% | +19.5% | +17.1% |
| 6M | +0.2% | -5.3% | +5.5% | +1.6% |
| YTD | -0.3% | +9.4% | -9.6% | -2.8% |
| 1Y | +4.7% | +1.3% | +3.4% | +4.0% |
| 3Y | +26.5% | +22.4% | +4.1% | +17.8% |
| 5Y | -18.2% | -12.2% | -6.0% | -18.4% |
| 10Y | +40.0% | +148.6% | -108.6% | +4.6% |
| All | +203.1% | +2,662.2% | -2,459.2% | +18.5% |
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