+271.9%
MRVL vs EXR
-11.8%
+283.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.3% | +7.6% |
| 7D | +3.2% | -2.6% | +5.8% | +4.3% |
| 30D | +5.9% | -7.2% | +13.1% | +9.3% |
| 3M | -29.3% | -3.5% | -25.8% | -29.3% |
| 6M | +186.5% | -5.3% | +191.8% | +189.2% |
| YTD | +163.4% | +9.4% | +154.1% | +147.6% |
| 1Y | +249.5% | +1.3% | +248.2% | +238.4% |
| 3Y | +289.4% | +22.4% | +266.9% | +216.8% |
| All | +271.9% | -11.8% | +283.7% | +248.2% |
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