+3,005.7%
MPC vs EXR
+1,248.8%
+1,756.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -12.8% | +6.8% | -19.6% | -14.9% |
| 30D | -12.7% | +19.6% | -32.3% | -18.4% |
| 3M | +27.1% | +8.0% | +19.1% | +23.1% |
| 6M | +45.8% | +17.2% | +28.6% | +36.4% |
| YTD | +134.7% | +27.2% | +107.5% | +111.3% |
| 1Y | +106.0% | +26.1% | +80.0% | +86.0% |
| 3Y | +165.5% | +70.7% | +94.8% | +104.4% |
| 5Y | +540.9% | +1.0% | +539.9% | +494.6% |
| 10Y | +1,133.6% | +227.1% | +906.5% | +501.6% |
| All | +3,005.7% | +1,248.8% | +1,756.8% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling