+847.8%
MU vs EXR
-0.3%
+848.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | -22.0% | +5.2% | -27.2% | -23.0% |
| 30D | -36.6% | +20.9% | -57.4% | -39.7% |
| 3M | -21.7% | +7.7% | -29.4% | -23.4% |
| 6M | +3.5% | +13.2% | -9.6% | -1.0% |
| YTD | +141.9% | +26.5% | +115.5% | +121.8% |
| 1Y | +189.8% | +27.2% | +162.6% | +164.6% |
| 3Y | +855.4% | +71.5% | +783.8% | +662.6% |
| All | +847.8% | -0.3% | +848.2% | +805.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling