+19.3%
MLM vs EXR
+69.9%
-50.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | -4.1% | +5.2% | -9.3% | -5.7% |
| 30D | +8.2% | +20.9% | -12.7% | +1.8% |
| 3M | -3.6% | +7.7% | -11.3% | -6.0% |
| 6M | -15.6% | +13.2% | -28.7% | -18.9% |
| YTD | -16.4% | +26.5% | -42.9% | -22.1% |
| 1Y | -14.3% | +27.2% | -41.5% | -20.3% |
| 3Y | +19.3% | +71.5% | -52.2% | +3.2% |
| All | +19.3% | +69.9% | -50.6% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling