+18.5%
MLM vs EXR
+22.7%
-4.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.5% |
| 7D | -2.9% | -2.6% | -0.3% | -2.1% |
| 30D | -6.8% | -7.2% | +0.4% | -4.6% |
| 3M | -11.2% | -3.5% | -7.7% | -10.2% |
| 6M | -21.8% | -5.3% | -16.5% | -20.6% |
| YTD | -17.0% | +9.4% | -26.3% | -18.9% |
| 1Y | -16.4% | +1.3% | -17.7% | -16.8% |
| All | +18.5% | +22.7% | -4.2% | +13.7% |
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 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