+103.3%
MTB vs EXR
-10.8%
+114.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -4.2% | -6.9% | +2.8% | -2.0% |
| 3M | +7.8% | -3.0% | +10.8% | +8.8% |
| 6M | +14.8% | -2.9% | +17.8% | +15.7% |
| YTD | +20.8% | +9.3% | +11.5% | +17.0% |
| 1Y | +23.1% | -0.9% | +24.1% | +22.7% |
| 3Y | +114.8% | +24.7% | +90.1% | +94.4% |
| 5Y | +103.3% | -11.7% | +115.0% | +100.6% |
| All | +103.3% | -10.8% | +114.1% | +100.6% |
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