+13.4%
MCD vs EXR
+53.9%
-40.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +5.9% | +2.7% | +3.3% | +5.3% |
| 30D | +19.6% | +18.9% | +0.7% | +14.8% |
| 3M | +3.3% | +8.4% | -5.1% | +1.2% |
| 6M | +3.5% | +14.3% | -10.8% | +0.1% |
| YTD | -6.1% | +27.2% | -33.4% | -11.5% |
| 1Y | -3.7% | +25.9% | -29.6% | -9.0% |
| 3Y | +13.4% | +54.6% | -41.3% | +6.7% |
| All | +13.4% | +53.9% | -40.5% | +6.7% |
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