+110.2%
MTB vs EXR
+216.3%
-106.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.5% | -0.4% | +2.0% | +1.7% |
| 30D | +2.3% | +18.2% | -15.9% | -3.4% |
| 3M | -12.1% | +7.3% | -19.5% | -14.3% |
| 6M | +9.8% | +13.8% | -4.0% | +4.8% |
| YTD | +12.0% | +25.9% | -13.9% | +2.9% |
| 1Y | +22.0% | +25.8% | -3.8% | +12.2% |
| 3Y | +107.6% | +53.7% | +53.9% | +73.8% |
| 5Y | +61.9% | -1.8% | +63.6% | +54.7% |
| All | +110.2% | +216.3% | -106.1% | +46.4% |
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 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