+642.2%
MPC vs EXR
-11.8%
+654.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.4% | -2.6% | +8.0% | +5.9% |
| 30D | +31.0% | -7.2% | +38.2% | +32.6% |
| 3M | +46.0% | -3.5% | +49.5% | +46.7% |
| 6M | +77.3% | -5.3% | +82.6% | +78.4% |
| YTD | +141.9% | +9.4% | +132.6% | +135.8% |
| 1Y | +120.9% | +1.3% | +119.6% | +118.5% |
| 3Y | +182.7% | +22.4% | +160.3% | +165.6% |
| All | +642.2% | -11.8% | +654.1% | +644.9% |
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