+193.4%
MCD vs EXR
+216.3%
-22.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +14.1% | +18.2% | -4.1% | +8.9% |
| 3M | +0.6% | +7.3% | -6.7% | -1.4% |
| 6M | 0.0% | +13.8% | -13.8% | -3.7% |
| YTD | -9.3% | +25.9% | -35.2% | -15.3% |
| 1Y | -9.3% | +25.8% | -35.1% | -15.3% |
| 3Y | +8.6% | +53.7% | -45.1% | -6.2% |
| 5Y | +21.9% | -1.8% | +23.7% | +18.3% |
| All | +193.4% | +216.3% | -22.9% | +99.6% |
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