-10.0%
MTZ vs EXR
+26.0%
-36.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.5% |
| 7D | -8.7% | +1.7% | -10.5% | -8.3% |
| 30D | -15.0% | +18.0% | -33.0% | -12.9% |
| 3M | -32.6% | +9.7% | -42.2% | -31.5% |
| 6M | -56.3% | +13.4% | -69.8% | -56.2% |
| YTD | -16.8% | +26.3% | -43.1% | -16.0% |
| 1Y | -10.0% | +27.6% | -37.6% | -10.2% |
| All | -10.0% | +26.0% | -36.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling