+1,608.1%
MLM vs EXR
+3,132.0%
-1,524.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.0% |
| 7D | +9.1% | +11.3% | -2.1% | +4.1% |
| 30D | +14.6% | +21.2% | -6.5% | +5.3% |
| 3M | +0.3% | +8.7% | -8.4% | -3.4% |
| 6M | -7.5% | +18.2% | -25.7% | -14.2% |
| YTD | -10.2% | +27.9% | -38.2% | -19.7% |
| 1Y | -10.5% | +28.3% | -38.8% | -20.2% |
| 3Y | +27.8% | +71.7% | -43.8% | -3.4% |
| 5Y | +38.9% | -0.6% | +39.6% | +31.4% |
| 10Y | +211.4% | +229.0% | -17.5% | +60.9% |
| All | +1,608.1% | +3,132.0% | -1,524.0% | +161.2% |
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