+276.7%
MULL vs EXR
-4.6%
+281.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +10.4% |
| 7D | +17.3% | -2.6% | +19.9% | +14.2% |
| 30D | +23.5% | -7.2% | +30.7% | +13.7% |
| 3M | -24.0% | -3.5% | -20.5% | -28.9% |
| 6M | +276.7% | -5.3% | +282.0% | +250.2% |
| All | +276.7% | -4.6% | +281.4% | +250.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling