+1,166.2%
MPC vs EXR
+215.7%
+950.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +9.4% | -1.2% | +10.6% | +9.8% |
| 30D | -13.4% | +18.3% | -31.7% | -17.6% |
| 3M | +18.9% | +9.1% | +9.8% | +15.7% |
| 6M | +64.9% | +11.7% | +53.2% | +58.9% |
| YTD | +156.8% | +25.7% | +131.1% | +137.3% |
| 1Y | +113.2% | +24.9% | +88.3% | +97.3% |
| 3Y | +201.8% | +51.4% | +150.4% | +156.0% |
| 5Y | +601.4% | -1.9% | +603.3% | +573.4% |
| All | +1,166.2% | +215.7% | +950.5% | +730.4% |
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