+34.8%
MXL vs EXR
-13.9%
+48.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.1% | +8.6% |
| 7D | +19.0% | -3.1% | +22.1% | +20.5% |
| 30D | +4.5% | -7.5% | +12.0% | +7.9% |
| 3M | -1.5% | -7.5% | +6.0% | 0.0% |
| 6M | +348.6% | -5.2% | +353.8% | +349.3% |
| YTD | +310.3% | +6.5% | +303.8% | +287.1% |
| 1Y | +344.7% | -2.0% | +346.7% | +336.8% |
| 3Y | +211.2% | +21.5% | +189.6% | +160.8% |
| 5Y | +34.8% | -11.5% | +46.4% | +26.5% |
| All | +34.8% | -13.9% | +48.7% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling