+1,519.9%
MLM vs EXR
+3,113.6%
-1,593.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.9% |
| 7D | -1.2% | +6.8% | -8.0% | -4.1% |
| 30D | +7.9% | +19.6% | -11.7% | -0.2% |
| 3M | -4.5% | +8.0% | -12.4% | -7.7% |
| 6M | -12.6% | +17.2% | -29.8% | -18.6% |
| YTD | -14.9% | +27.2% | -42.1% | -23.7% |
| 1Y | -13.1% | +26.1% | -39.1% | -21.8% |
| 3Y | +21.2% | +70.7% | -49.5% | -8.2% |
| 5Y | +32.0% | +1.0% | +31.0% | +24.0% |
| 10Y | +195.3% | +227.1% | -31.7% | +53.0% |
| All | +1,519.9% | +3,113.6% | -1,593.7% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling