+181.2%
MLM vs EXR
+221.5%
-40.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | -4.1% | +5.2% | -9.3% | -5.9% |
| 30D | +8.2% | +20.9% | -12.7% | +0.8% |
| 3M | -3.6% | +7.7% | -11.3% | -6.3% |
| 6M | -15.6% | +13.2% | -28.7% | -19.4% |
| YTD | -16.4% | +26.5% | -42.9% | -23.5% |
| 1Y | -14.3% | +27.2% | -41.5% | -21.8% |
| 3Y | +19.3% | +71.5% | -52.2% | -6.0% |
| 5Y | +29.6% | +0.4% | +29.2% | +24.1% |
| All | +181.2% | +221.5% | -40.3% | +96.0% |
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