+1,079.5%
MPC vs EXR
+221.5%
+858.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -16.2% | +5.2% | -21.4% | -17.4% |
| 30D | -15.7% | +20.9% | -36.6% | -20.2% |
| 3M | +24.9% | +7.7% | +17.2% | +22.0% |
| 6M | +52.7% | +13.2% | +39.5% | +46.6% |
| YTD | +131.9% | +26.5% | +105.4% | +114.0% |
| 1Y | +96.6% | +27.2% | +69.4% | +81.1% |
| 3Y | +163.8% | +71.5% | +92.2% | +114.3% |
| 5Y | +533.1% | +0.4% | +532.7% | +502.7% |
| All | +1,079.5% | +221.5% | +858.0% | +672.2% |
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