-7.8%
MP vs EXR
-1.5%
-6.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.5% | -5.8% |
| 7D | -19.0% | +6.8% | -25.8% | -21.5% |
| 30D | -30.5% | +19.6% | -50.1% | -36.1% |
| 3M | -29.6% | +8.0% | -37.5% | -32.3% |
| 6M | -50.4% | +17.2% | -67.6% | -54.8% |
| YTD | -33.2% | +27.2% | -60.4% | -41.9% |
| 1Y | -38.6% | +26.1% | -64.6% | -46.4% |
| 3Y | +105.5% | +70.7% | +34.8% | +47.7% |
| 5Y | -7.8% | +1.0% | -8.8% | -23.0% |
| All | -7.8% | -1.5% | -6.3% | -23.0% |
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