+31.8%
MLM vs EXR
-1.3%
+33.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -2.9% | +1.7% | -4.6% | -3.5% |
| 30D | +10.4% | +18.0% | -7.6% | +3.7% |
| 3M | -3.7% | +9.7% | -13.4% | -7.1% |
| 6M | -10.3% | +13.4% | -23.7% | -14.5% |
| YTD | -14.8% | +26.3% | -41.1% | -22.0% |
| 1Y | -13.9% | +27.6% | -41.4% | -21.4% |
| 3Y | +18.4% | +52.2% | -33.8% | -2.9% |
| 5Y | +31.8% | -1.1% | +32.9% | +26.4% |
| All | +31.8% | -1.3% | +33.1% | +26.4% |
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