+78.4%
MMM vs EXR
+217.4%
-139.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -2.6% | -1.1% | -1.5% | -2.3% |
| 30D | +17.4% | +18.8% | -1.4% | +11.4% |
| 3M | +3.6% | +9.9% | -6.3% | +0.6% |
| 6M | +33.0% | +12.6% | +20.4% | +28.0% |
| YTD | +19.6% | +26.5% | -6.9% | +11.0% |
| 1Y | +14.0% | +24.5% | -10.4% | +6.3% |
| 3Y | +164.3% | +52.4% | +111.9% | +128.2% |
| 5Y | +49.3% | -1.5% | +50.9% | +44.0% |
| 10Y | +78.4% | +216.0% | -137.6% | +24.0% |
| All | +78.4% | +217.4% | -139.1% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling