-36.9%
MULL vs EXR
+11.6%
-48.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -4.9% |
| 7D | +43.3% | -1.2% | +44.5% | +38.6% |
| 30D | -37.4% | +18.3% | -55.7% | -2.3% |
| 3M | -36.8% | +9.1% | -45.9% | -20.6% |
| 6M | -36.9% | +11.7% | -48.6% | -16.4% |
| All | -36.9% | +11.6% | -48.5% | -16.4% |
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 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