+49.4%
MDY vs EXR
+21.4%
+28.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.2% |
| 7D | -0.8% | -3.1% | +2.3% | +0.2% |
| 30D | -3.9% | -7.5% | +3.7% | -1.4% |
| 3M | 0.0% | -7.5% | +7.5% | +2.3% |
| 6M | +8.5% | -5.2% | +13.7% | +9.9% |
| YTD | +13.2% | +6.5% | +6.7% | +10.1% |
| 1Y | +15.0% | -2.0% | +17.0% | +14.8% |
| All | +49.4% | +21.4% | +28.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling