+37.1%
MDY vs EXR
-1.3%
+38.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | +1.0% | +18.0% | -17.1% | -4.9% |
| 3M | -4.1% | +9.7% | -13.8% | -7.3% |
| 6M | +0.6% | +13.4% | -12.8% | -4.2% |
| YTD | +12.9% | +26.3% | -13.4% | +3.0% |
| 1Y | +14.6% | +27.6% | -12.9% | +4.1% |
| 3Y | +57.1% | +52.2% | +4.9% | +30.3% |
| 5Y | +37.1% | -1.1% | +38.2% | +27.6% |
| All | +37.1% | -1.3% | +38.4% | +27.6% |
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