+1,362.4%
MU vs EXR
+22.7%
+1,339.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.3% |
| 7D | +9.0% | -2.6% | +11.5% | +9.5% |
| 30D | +13.8% | -7.2% | +21.0% | +15.3% |
| 3M | +2.1% | -3.5% | +5.6% | +1.9% |
| 6M | +153.8% | -5.3% | +159.1% | +153.6% |
| YTD | +256.4% | +9.4% | +247.0% | +241.1% |
| 1Y | +719.8% | +1.3% | +718.4% | +701.4% |
| All | +1,362.4% | +22.7% | +1,339.7% | +1,267.5% |
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