+29.4%
MMM vs EXR
-11.8%
+41.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -3.3% | -2.6% | -0.8% | -2.6% |
| 30D | -7.0% | -7.2% | +0.2% | -4.9% |
| 3M | +10.8% | -3.5% | +14.3% | +11.9% |
| 6M | +5.8% | -5.3% | +11.1% | +7.3% |
| YTD | +6.8% | +9.4% | -2.6% | +3.7% |
| 1Y | +10.4% | +1.3% | +9.1% | +9.4% |
| 3Y | +104.7% | +22.4% | +82.3% | +89.9% |
| All | +29.4% | -11.8% | +41.3% | +30.2% |
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 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