+783.9%
MDY vs EXR
+2,662.2%
-1,878.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | +0.1% | -2.6% | +2.7% | +1.2% |
| 30D | -1.5% | -7.2% | +5.7% | +1.5% |
| 3M | +0.8% | -3.5% | +4.3% | +2.0% |
| 6M | +7.4% | -5.3% | +12.7% | +9.4% |
| YTD | +15.2% | +9.4% | +5.8% | +10.3% |
| 1Y | +16.5% | +1.3% | +15.2% | +14.8% |
| 3Y | +46.8% | +22.4% | +24.4% | +30.5% |
| 5Y | +46.0% | -12.2% | +58.3% | +45.4% |
| 10Y | +172.1% | +148.6% | +23.5% | +66.5% |
| All | +783.9% | +2,662.2% | -1,878.4% | +78.3% |
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