-30.4%
MKC vs EXR
+23.6%
-54.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -4.3% | -0.7% | -3.7% | -4.1% |
| 30D | -2.0% | -6.9% | +4.9% | +0.3% |
| 3M | +10.0% | -3.0% | +13.0% | +11.3% |
| 6M | -18.5% | -2.9% | -15.6% | -17.6% |
| YTD | -22.4% | +9.3% | -31.7% | -24.3% |
| 1Y | -23.6% | -0.9% | -22.7% | -23.4% |
| 3Y | -30.4% | +24.7% | -55.1% | -30.8% |
| All | -30.4% | +23.6% | -54.1% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling