+177.9%
MRVL vs EXR
+69.9%
+108.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.8% |
| 7D | -28.1% | +5.2% | -33.3% | -28.4% |
| 30D | -50.4% | +20.9% | -71.3% | -51.6% |
| 3M | -32.9% | +7.7% | -40.6% | -33.4% |
| 6M | -17.9% | +13.2% | -31.1% | -20.0% |
| YTD | +66.4% | +26.5% | +40.0% | +57.9% |
| 1Y | +51.5% | +27.2% | +24.3% | +43.4% |
| 3Y | +177.9% | +71.5% | +106.3% | +124.4% |
| All | +177.9% | +69.9% | +108.0% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling