-13.4%
MLM vs EXR
+27.0%
-40.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | -3.8% | +2.7% | -6.5% | -5.3% |
| 30D | +11.0% | +18.9% | -7.9% | +0.8% |
| 3M | -3.1% | +8.4% | -11.4% | -7.4% |
| 6M | -9.8% | +14.3% | -24.1% | -16.2% |
| YTD | -14.4% | +27.2% | -41.6% | -24.0% |
| All | -13.4% | +27.0% | -40.4% | -23.8% |
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