+213.3%
MCD vs EXR
+205.9%
+7.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | +7.3% | +1.7% | +5.5% | +6.8% |
| 30D | +20.0% | +18.0% | +1.9% | +14.5% |
| 3M | +3.8% | +9.7% | -5.8% | +1.1% |
| 6M | +3.8% | +13.4% | -9.7% | 0.0% |
| YTD | -5.9% | +26.3% | -32.2% | -12.2% |
| 1Y | -3.2% | +27.6% | -30.8% | -10.0% |
| 3Y | +13.3% | +52.2% | -38.9% | -1.9% |
| 5Y | +25.2% | -1.1% | +26.3% | +21.3% |
| 10Y | +213.3% | +216.8% | -3.5% | +111.1% |
| All | +213.3% | +205.9% | +7.5% | +111.1% |
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