+22.7%
MCD vs EXR
-0.3%
+23.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +7.1% | +5.2% | +1.9% | +5.9% |
| 30D | +19.8% | +20.9% | -1.1% | +14.9% |
| 3M | +0.8% | +7.7% | -6.9% | -0.9% |
| 6M | -1.3% | +13.2% | -14.5% | -4.1% |
| YTD | -7.8% | +26.5% | -34.2% | -12.6% |
| 1Y | -5.0% | +27.2% | -32.2% | -10.1% |
| 3Y | +10.5% | +71.5% | -61.0% | -2.6% |
| All | +22.7% | -0.3% | +23.1% | +19.0% |
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