+4,271.9%
MU vs EXR
+215.3%
+4,056.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.6% | +6.1% |
| 7D | -12.0% | +2.7% | -14.7% | -12.7% |
| 30D | -28.7% | +18.9% | -47.7% | -32.0% |
| 3M | -16.4% | +8.4% | -24.8% | -18.4% |
| 6M | -1.8% | +14.3% | -16.1% | -6.3% |
| YTD | +157.1% | +27.2% | +129.8% | +136.9% |
| 1Y | +208.5% | +25.9% | +182.6% | +184.6% |
| 3Y | +906.2% | +54.6% | +851.5% | +759.1% |
| 5Y | +893.4% | -0.6% | +894.0% | +851.8% |
| 10Y | +4,271.9% | +208.5% | +4,063.4% | +3,326.2% |
| All | +4,271.9% | +215.3% | +4,056.6% | +3,326.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling