+3,139.4%
MTZ vs EXR
+3,095.3%
+44.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +12.9% | -1.1% | +14.0% | +13.4% |
| 30D | -8.5% | +18.8% | -27.3% | -15.3% |
| 3M | -30.6% | +9.9% | -40.5% | -33.7% |
| 6M | -55.1% | +12.6% | -67.7% | -57.9% |
| YTD | -13.0% | +26.5% | -39.5% | -22.7% |
| 1Y | -4.3% | +24.5% | -28.8% | -14.5% |
| 3Y | +284.0% | +52.4% | +231.6% | +207.0% |
| 5Y | +97.7% | -1.5% | +99.2% | +86.3% |
| 10Y | +444.4% | +216.0% | +228.4% | +190.4% |
| All | +3,139.4% | +3,095.3% | +44.1% | +521.3% |
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 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