+540.9%
MPC vs EXR
-1.5%
+542.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.8% |
| 7D | -12.8% | +6.8% | -19.6% | -13.8% |
| 30D | -12.7% | +19.6% | -32.3% | -15.5% |
| 3M | +27.1% | +8.0% | +19.1% | +25.2% |
| 6M | +45.8% | +17.2% | +28.6% | +41.1% |
| YTD | +134.7% | +27.2% | +107.5% | +122.2% |
| 1Y | +106.0% | +26.1% | +80.0% | +95.4% |
| 3Y | +165.5% | +70.7% | +94.8% | +131.5% |
| 5Y | +540.9% | +1.0% | +539.9% | +480.6% |
| All | +540.9% | -1.5% | +542.4% | +480.6% |
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