+43.4%
MMM vs EXR
-1.8%
+45.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | +12.1% | +18.2% | -6.1% | +6.6% |
| 3M | +1.4% | +7.3% | -5.9% | -0.8% |
| 6M | +26.6% | +13.8% | +12.7% | +21.4% |
| YTD | +16.8% | +25.9% | -9.1% | +8.7% |
| 1Y | +10.1% | +25.8% | -15.7% | +2.4% |
| 3Y | +158.4% | +53.7% | +104.7% | +124.0% |
| All | +43.4% | -1.8% | +45.1% | +38.9% |
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 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