+995.4%
MU vs EXR
+54.2%
+941.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.9% |
| 7D | +2.0% | -1.1% | +3.2% | +2.2% |
| 30D | -18.0% | +18.8% | -36.7% | -20.1% |
| 3M | -6.6% | +9.9% | -16.5% | -7.8% |
| 6M | +2.0% | +12.6% | -10.6% | -0.8% |
| YTD | +184.5% | +26.5% | +158.0% | +165.0% |
| 1Y | +236.9% | +24.5% | +212.4% | +215.2% |
| All | +995.4% | +54.2% | +941.2% | +827.4% |
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