+297.2%
MTZ vs EXR
+53.9%
+243.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.4% |
| 7D | -2.4% | +2.7% | -5.1% | -3.2% |
| 30D | -11.1% | +18.9% | -30.0% | -15.4% |
| 3M | -30.6% | +8.4% | -39.0% | -32.2% |
| 6M | -54.4% | +14.3% | -68.7% | -56.6% |
| YTD | -13.0% | +27.2% | -40.3% | -20.9% |
| 1Y | -5.7% | +25.9% | -31.6% | -14.0% |
| 3Y | +297.2% | +54.6% | +242.5% | +205.0% |
| All | +297.2% | +53.9% | +243.3% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling