-26.4%
MKC vs EXR
+25.3%
-51.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.0% | -0.4% | -2.5% | -2.7% |
| 30D | +4.8% | +18.2% | -13.4% | -4.0% |
| 3M | -12.8% | +7.3% | -20.2% | -16.1% |
| 6M | +5.0% | +13.8% | -8.8% | -1.6% |
| YTD | -29.1% | +25.9% | -55.0% | -36.4% |
| 1Y | -26.4% | +25.8% | -52.2% | -34.0% |
| All | -26.4% | +25.3% | -51.7% | -34.0% |
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