+47.6%
MDY vs EXR
-11.6%
+59.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | -3.1% | -6.9% | +3.8% | -0.7% |
| 3M | +1.8% | -3.0% | +4.8% | +2.7% |
| 6M | +10.8% | -2.9% | +13.7% | +11.5% |
| YTD | +14.4% | +9.3% | +5.2% | +10.1% |
| 1Y | +15.2% | -0.9% | +16.1% | +14.6% |
| 3Y | +51.2% | +24.7% | +26.5% | +35.1% |
| All | +47.6% | -11.6% | +59.2% | +46.9% |
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