+1,120.0%
MPC vs EXR
+148.5%
+971.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +5.4% | -2.6% | +8.0% | +6.2% |
| 30D | +31.0% | -7.2% | +38.2% | +33.6% |
| 3M | +46.0% | -3.5% | +49.5% | +47.1% |
| 6M | +77.3% | -5.3% | +82.6% | +78.8% |
| YTD | +141.9% | +9.4% | +132.6% | +133.1% |
| 1Y | +120.9% | +1.3% | +119.6% | +117.3% |
| 3Y | +182.7% | +22.4% | +160.3% | +155.6% |
| 5Y | +646.4% | -12.2% | +658.7% | +636.2% |
| All | +1,120.0% | +148.5% | +971.5% | +731.5% |
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