+274.2%
MXL vs EXR
+149.6%
+124.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | +16.6% | -3.2% | +19.8% | +18.0% |
| 30D | +0.5% | -6.9% | +7.4% | +3.1% |
| 3M | -3.6% | -7.8% | +4.2% | -2.1% |
| 6M | +328.0% | -4.9% | +332.9% | +328.9% |
| YTD | +297.8% | +7.2% | +290.7% | +279.2% |
| 1Y | +339.4% | -1.5% | +340.9% | +333.0% |
| 3Y | +201.7% | +22.3% | +179.5% | +164.7% |
| 5Y | +32.8% | -10.9% | +43.7% | +32.5% |
| All | +274.2% | +149.6% | +124.6% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling