+43.5%
MLM vs EXR
-11.8%
+55.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.6% |
| 7D | -2.9% | -2.6% | -0.3% | -1.9% |
| 30D | -6.8% | -7.2% | +0.4% | -4.1% |
| 3M | -11.2% | -3.5% | -7.7% | -10.0% |
| 6M | -21.8% | -5.3% | -16.5% | -20.2% |
| YTD | -17.0% | +9.4% | -26.3% | -19.7% |
| 1Y | -16.4% | +1.3% | -17.7% | -17.1% |
| 3Y | +14.5% | +22.4% | -7.9% | +2.0% |
| All | +43.5% | -11.8% | +55.3% | +43.1% |
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