-14.3%
MLM vs EXR
+26.1%
-40.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.5% |
| 7D | -4.1% | +5.2% | -9.3% | -6.8% |
| 30D | +8.2% | +20.9% | -12.7% | -2.4% |
| 3M | -3.6% | +7.7% | -11.3% | -7.6% |
| 6M | -15.6% | +13.2% | -28.7% | -21.0% |
| YTD | -16.4% | +26.5% | -42.9% | -25.0% |
| 1Y | -14.3% | +27.2% | -41.5% | -23.7% |
| All | -14.3% | +26.1% | -40.4% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling