+1,883.5%
MCD vs EXR
+3,113.6%
-1,230.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +8.0% | +6.8% | +1.2% | +6.4% |
| 30D | +19.6% | +19.6% | 0.0% | +14.8% |
| 3M | +2.2% | +8.0% | -5.8% | +0.4% |
| 6M | -1.1% | +17.2% | -18.3% | -4.8% |
| YTD | -7.2% | +27.2% | -34.5% | -12.6% |
| 1Y | -6.7% | +26.1% | -32.8% | -11.9% |
| 3Y | +11.6% | +70.7% | -59.1% | -3.3% |
| 5Y | +22.6% | +1.0% | +21.7% | +18.2% |
| 10Y | +218.4% | +227.1% | -8.7% | +130.9% |
| All | +1,883.5% | +3,113.6% | -1,230.1% | +753.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling