+32.0%
MLM vs EXR
-1.5%
+33.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.9% |
| 7D | -1.2% | +6.8% | -8.0% | -3.7% |
| 30D | +7.9% | +19.6% | -11.7% | +0.9% |
| 3M | -4.5% | +8.0% | -12.4% | -7.3% |
| 6M | -12.6% | +17.2% | -29.8% | -17.8% |
| YTD | -14.9% | +27.2% | -42.1% | -22.3% |
| 1Y | -13.1% | +26.1% | -39.1% | -20.4% |
| 3Y | +21.2% | +70.7% | -49.5% | -5.6% |
| 5Y | +32.0% | +1.0% | +31.0% | +24.1% |
| All | +32.0% | -1.5% | +33.5% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling