+334.7%
MTB vs EXR
+3,095.3%
-2,760.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.0% | -1.1% | -0.8% | -1.4% |
| 30D | +0.1% | +18.8% | -18.6% | -7.8% |
| 3M | -12.1% | +9.9% | -22.0% | -16.1% |
| 6M | +7.3% | +12.6% | -5.3% | +1.1% |
| YTD | +11.5% | +26.5% | -15.0% | -1.1% |
| 1Y | +21.3% | +24.5% | -3.2% | +8.3% |
| 3Y | +104.1% | +52.4% | +51.7% | +60.1% |
| 5Y | +61.8% | -1.5% | +63.4% | +51.0% |
| 10Y | +115.4% | +216.0% | -100.6% | +3.5% |
| All | +334.7% | +3,095.3% | -2,760.7% | -45.7% |
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