+138.8%
MLM vs EXR
+216.3%
-77.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.9% | -0.4% | -0.4% | -0.7% |
| 30D | +9.0% | +18.2% | -9.2% | +2.4% |
| 3M | -5.6% | +7.3% | -12.9% | -8.1% |
| 6M | -10.7% | +13.8% | -24.5% | -15.0% |
| YTD | -17.2% | +25.9% | -43.1% | -24.1% |
| 1Y | -14.2% | +25.8% | -40.0% | -21.4% |
| 3Y | +15.6% | +53.7% | -38.1% | -4.7% |
| 5Y | +26.2% | -1.8% | +28.0% | +21.9% |
| All | +138.8% | +216.3% | -77.5% | +66.1% |
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