+238.5%
MXL vs EXR
+53.5%
+184.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +13.4% | -0.4% | +13.9% | +13.6% |
| 30D | -29.2% | +18.2% | -47.4% | -32.4% |
| 3M | -27.2% | +7.3% | -34.6% | -28.6% |
| 6M | -36.4% | +13.8% | -50.3% | -40.0% |
| YTD | +220.0% | +25.9% | +194.1% | +189.0% |
| 1Y | +304.8% | +25.8% | +279.0% | +265.1% |
| 3Y | +238.5% | +53.7% | +184.8% | +165.9% |
| All | +238.5% | +53.5% | +184.9% | +165.9% |
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