+25.6%
MKC vs EXR
+217.4%
-191.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -7.0% | -1.1% | -5.9% | -6.6% |
| 30D | +4.1% | +18.8% | -14.7% | -1.6% |
| 3M | -10.3% | +9.9% | -20.2% | -13.0% |
| 6M | +1.7% | +12.6% | -10.9% | -2.2% |
| YTD | -29.1% | +26.5% | -55.6% | -34.3% |
| 1Y | -26.0% | +24.5% | -50.5% | -31.1% |
| 3Y | -21.5% | +52.4% | -73.9% | -32.6% |
| 5Y | -35.0% | -1.5% | -33.5% | -37.1% |
| 10Y | +25.6% | +216.0% | -190.4% | -18.5% |
| All | +25.6% | +217.4% | -191.8% | -18.5% |
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