+117.2%
MPC vs EXR
+28.1%
+89.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -7.4% |
| 7D | -10.9% | +11.3% | -22.2% | -8.9% |
| 30D | -9.4% | +21.2% | -30.6% | -6.1% |
| 3M | +26.0% | +8.7% | +17.2% | +28.2% |
| 6M | +56.5% | +18.2% | +38.3% | +61.5% |
| YTD | +144.3% | +27.9% | +116.3% | +146.8% |
| 1Y | +117.2% | +28.3% | +88.9% | +121.1% |
| All | +117.2% | +28.1% | +89.2% | +121.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling