+193.6%
MXL vs EXR
+24.5%
+169.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.0% |
| 7D | +15.5% | -0.7% | +16.2% | +15.7% |
| 30D | -11.3% | -6.9% | -4.4% | -9.4% |
| 3M | -16.1% | -3.0% | -13.1% | -16.9% |
| 6M | +323.0% | -2.9% | +326.0% | +318.8% |
| YTD | +281.5% | +9.3% | +272.2% | +259.8% |
| 1Y | +319.3% | -0.9% | +320.2% | +311.2% |
| All | +193.6% | +24.5% | +169.1% | +164.3% |
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