-23.3%
MKC vs EXR
+1.1%
-24.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.3% |
| 7D | -5.9% | -2.6% | -3.3% | -4.6% |
| 30D | -0.9% | -7.2% | +6.3% | +3.1% |
| 3M | +12.7% | -3.5% | +16.2% | +15.1% |
| 6M | -19.3% | -5.3% | -14.0% | -16.2% |
| YTD | -22.2% | +9.4% | -31.5% | -24.9% |
| 1Y | -23.3% | +1.3% | -24.7% | -23.0% |
| All | -23.3% | +1.1% | -24.4% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling