+1,235.6%
MRVL vs EXR
+215.7%
+1,019.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.4% |
| 7D | +23.1% | -1.2% | +24.3% | +23.6% |
| 30D | -38.8% | +18.3% | -57.1% | -42.4% |
| 3M | -24.2% | +9.1% | -33.3% | -26.8% |
| 6M | 0.0% | +11.7% | -11.7% | -5.1% |
| YTD | +93.8% | +25.7% | +68.2% | +75.9% |
| 1Y | +84.4% | +24.9% | +59.5% | +67.5% |
| 3Y | +203.6% | +51.4% | +152.2% | +146.4% |
| 5Y | +127.8% | -1.9% | +129.8% | +116.1% |
| All | +1,235.6% | +215.7% | +1,019.9% | +984.3% |
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