+549.2%
MPC vs EXR
-0.5%
+549.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | -9.4% | +2.7% | -12.1% | -9.8% |
| 30D | -14.3% | +18.9% | -33.3% | -17.0% |
| 3M | +31.1% | +8.4% | +22.7% | +29.1% |
| 6M | +60.3% | +14.3% | +46.0% | +55.9% |
| YTD | +142.5% | +27.2% | +115.3% | +129.6% |
| 1Y | +104.6% | +25.9% | +78.6% | +94.1% |
| 3Y | +191.7% | +54.6% | +137.1% | +160.4% |
| 5Y | +549.2% | -0.6% | +549.8% | +494.7% |
| All | +549.2% | -0.5% | +549.7% | +494.7% |
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