+176.4%
MDY vs EXR
+144.7%
+31.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.2% |
| 7D | -0.8% | -3.1% | +2.3% | +0.3% |
| 30D | -3.9% | -7.5% | +3.7% | -1.2% |
| 3M | 0.0% | -7.5% | +7.5% | +2.5% |
| 6M | +8.5% | -5.2% | +13.7% | +10.2% |
| YTD | +13.2% | +6.5% | +6.7% | +10.0% |
| 1Y | +15.0% | -2.0% | +17.0% | +14.9% |
| 3Y | +49.6% | +21.5% | +28.0% | +35.5% |
| 5Y | +46.0% | -11.5% | +57.5% | +45.6% |
| 10Y | +176.4% | +148.0% | +28.4% | +101.7% |
| All | +176.4% | +144.7% | +31.6% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling