+265.1%
MU vs EXR
+28.1%
+237.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -5.4% |
| 7D | -19.1% | +11.3% | -30.4% | -14.5% |
| 30D | -25.2% | +21.2% | -46.4% | -18.1% |
| 3M | -10.9% | +8.7% | -19.6% | -6.1% |
| 6M | +38.0% | +18.2% | +19.8% | +45.6% |
| YTD | +178.8% | +27.9% | +150.9% | +191.9% |
| 1Y | +265.1% | +28.3% | +236.8% | +280.8% |
| All | +265.1% | +28.1% | +237.1% | +280.8% |
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