+339.7%
MTB vs EXR
+3,114.4%
-2,774.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | -0.8% | +2.7% | -3.4% | -2.0% |
| 30D | +2.4% | +18.9% | -16.5% | -5.7% |
| 3M | -10.5% | +8.4% | -18.9% | -14.0% |
| 6M | +6.4% | +14.3% | -7.9% | -0.5% |
| YTD | +12.8% | +27.2% | -14.4% | -0.2% |
| 1Y | +23.3% | +25.9% | -2.7% | +9.4% |
| 3Y | +108.2% | +54.6% | +53.6% | +62.2% |
| 5Y | +68.6% | -0.6% | +69.2% | +56.6% |
| 10Y | +125.3% | +208.5% | -83.2% | +9.5% |
| All | +339.7% | +3,114.4% | -2,774.7% | -45.2% |
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 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