+3,961.5%
MTZ vs EXR
+2,662.2%
+1,299.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | -1.6% | -2.6% | +1.0% | -0.5% |
| 30D | -11.1% | -7.2% | -3.9% | -8.3% |
| 3M | -36.7% | -3.5% | -33.2% | -36.3% |
| 6M | -21.9% | -5.3% | -16.6% | -21.0% |
| YTD | +9.1% | +9.4% | -0.2% | +3.6% |
| 1Y | +30.0% | +1.3% | +28.6% | +27.0% |
| 3Y | +138.5% | +22.4% | +116.0% | +110.2% |
| 5Y | +158.3% | -12.2% | +170.6% | +156.4% |
| 10Y | +700.8% | +148.6% | +552.2% | +375.1% |
| All | +3,961.5% | +2,662.2% | +1,299.2% | +732.6% |
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