+267.3%
MP vs EXR
+119.3%
+148.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.8% |
| 30D | -15.3% | +18.8% | -34.1% | -21.5% |
| 3M | -33.5% | +9.9% | -43.4% | -36.3% |
| 6M | -45.5% | +12.6% | -58.1% | -49.0% |
| YTD | -27.3% | +26.5% | -53.8% | -35.9% |
| 1Y | -40.7% | +24.5% | -65.2% | -47.4% |
| 3Y | +145.9% | +52.4% | +93.4% | +93.6% |
| 5Y | -13.9% | -1.5% | -12.4% | -18.8% |
| All | +267.3% | +119.3% | +148.0% | +172.2% |
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 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