-15.1%
MP vs EXR
-0.3%
-14.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | -10.5% | +5.2% | -15.7% | -12.7% |
| 30D | -23.5% | +20.9% | -44.4% | -30.0% |
| 3M | -25.4% | +7.7% | -33.1% | -28.2% |
| 6M | -51.3% | +13.2% | -64.4% | -54.7% |
| YTD | -29.9% | +26.5% | -56.4% | -38.7% |
| 1Y | -31.8% | +27.2% | -59.0% | -40.8% |
| 3Y | +127.0% | +71.5% | +55.5% | +63.4% |
| All | -15.1% | -0.3% | -14.7% | -25.8% |
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