+373.4%
MTB vs EXR
+2,662.2%
-2,288.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.7% | -2.6% | +4.3% | +3.0% |
| 30D | -4.2% | -7.2% | +3.0% | -0.8% |
| 3M | +8.9% | -3.5% | +12.4% | +10.6% |
| 6M | +10.9% | -5.3% | +16.2% | +13.4% |
| YTD | +21.5% | +9.4% | +12.1% | +15.6% |
| 1Y | +21.9% | +1.3% | +20.6% | +19.8% |
| 3Y | +109.2% | +22.4% | +86.8% | +81.8% |
| 5Y | +102.0% | -12.2% | +114.2% | +98.3% |
| 10Y | +171.9% | +148.6% | +23.4% | +46.4% |
| All | +373.4% | +2,662.2% | -2,288.8% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling