+226.9%
MTZ vs EXR
+70.9%
+156.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.0% |
| 7D | -10.6% | +6.8% | -17.4% | -12.2% |
| 30D | -30.4% | +19.6% | -50.0% | -33.8% |
| 3M | -40.4% | +8.0% | -48.4% | -41.7% |
| 6M | -63.7% | +17.2% | -80.8% | -65.7% |
| YTD | -26.9% | +27.2% | -54.1% | -33.2% |
| 1Y | -20.2% | +26.1% | -46.2% | -26.9% |
| All | +226.9% | +70.9% | +156.0% | +159.3% |
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