+264.6%
MP vs EXR
+118.9%
+145.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | -3.6% | +1.7% | -5.4% | -4.4% |
| 30D | -21.0% | +18.0% | -39.0% | -26.6% |
| 3M | -33.3% | +9.7% | -43.0% | -36.1% |
| 6M | -45.9% | +13.4% | -59.4% | -49.6% |
| YTD | -27.8% | +26.3% | -54.1% | -36.3% |
| 1Y | -43.2% | +27.6% | -70.7% | -50.2% |
| 3Y | +144.0% | +52.2% | +91.9% | +92.3% |
| 5Y | -6.1% | -1.1% | -5.0% | -11.6% |
| All | +264.6% | +118.9% | +145.7% | +170.3% |
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