+80.3%
MMM vs EXR
+221.5%
-141.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +6.2% | +5.2% | +1.0% | +4.6% |
| 30D | +14.2% | +20.9% | -6.7% | +7.8% |
| 3M | +2.9% | +7.7% | -4.8% | +0.6% |
| 6M | +27.6% | +13.2% | +14.4% | +22.6% |
| YTD | +17.3% | +26.5% | -9.2% | +8.9% |
| 1Y | +15.1% | +27.2% | -12.1% | +6.6% |
| 3Y | +157.1% | +71.5% | +85.6% | +114.1% |
| 5Y | +45.1% | +0.4% | +44.7% | +39.1% |
| All | +80.3% | +221.5% | -141.2% | +26.9% |
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