+427.0%
MCK vs EXR
+151.8%
+275.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -2.9% | -1.2% | -1.8% | -2.7% |
| 30D | +0.4% | -6.2% | +6.6% | +1.5% |
| 3M | +12.1% | -7.4% | +19.5% | +13.6% |
| 6M | -5.4% | -0.5% | -4.9% | -5.5% |
| YTD | +7.8% | +8.1% | -0.3% | +5.9% |
| 1Y | +22.9% | -2.9% | +25.8% | +23.1% |
| 3Y | +110.7% | +22.9% | +87.8% | +97.6% |
| 5Y | +346.2% | -10.2% | +356.3% | +341.9% |
| All | +427.0% | +151.8% | +275.2% | +338.5% |
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