+211.7%
MCD vs EXR
+221.5%
-9.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +7.1% | +5.2% | +1.9% | +5.6% |
| 30D | +19.8% | +20.9% | -1.1% | +13.5% |
| 3M | +0.8% | +7.7% | -6.9% | -1.3% |
| 6M | -1.3% | +13.2% | -14.5% | -4.8% |
| YTD | -7.8% | +26.5% | -34.2% | -14.0% |
| 1Y | -5.0% | +27.2% | -32.2% | -11.6% |
| 3Y | +10.5% | +71.5% | -61.0% | -7.9% |
| 5Y | +22.0% | +0.4% | +21.6% | +17.5% |
| All | +211.7% | +221.5% | -9.8% | +109.8% |
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