+206.1%
MLM vs EXR
+148.5%
+57.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.6% |
| 7D | -2.9% | -2.6% | -0.3% | -2.0% |
| 30D | -6.8% | -7.2% | +0.4% | -4.2% |
| 3M | -11.2% | -3.5% | -7.7% | -10.0% |
| 6M | -21.8% | -5.3% | -16.5% | -20.3% |
| YTD | -17.0% | +9.4% | -26.3% | -19.7% |
| 1Y | -16.4% | +1.3% | -17.7% | -17.1% |
| 3Y | +14.5% | +22.4% | -7.9% | +2.9% |
| 5Y | +41.7% | -12.2% | +54.0% | +42.7% |
| All | +206.1% | +148.5% | +57.7% | +131.2% |
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