+153.5%
MLM vs EXR
+215.3%
-61.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -3.8% | +2.7% | -6.5% | -4.8% |
| 30D | +11.0% | +18.9% | -7.9% | +4.1% |
| 3M | -3.1% | +8.4% | -11.4% | -6.0% |
| 6M | -9.8% | +14.3% | -24.1% | -14.2% |
| YTD | -14.4% | +27.2% | -41.6% | -21.8% |
| 1Y | -12.6% | +25.9% | -38.5% | -19.9% |
| 3Y | +19.7% | +54.6% | -34.9% | -1.4% |
| 5Y | +29.8% | -0.6% | +30.4% | +24.7% |
| 10Y | +153.5% | +208.5% | -55.0% | +79.3% |
| All | +153.5% | +215.3% | -61.8% | +79.3% |
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 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