-34.2%
MKC vs EXR
-10.8%
-23.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -4.3% | -0.7% | -3.7% | -4.2% |
| 30D | -2.0% | -6.9% | +4.9% | 0.0% |
| 3M | +10.0% | -3.0% | +13.0% | +11.1% |
| 6M | -18.5% | -2.9% | -15.6% | -17.8% |
| YTD | -22.4% | +9.3% | -31.7% | -24.1% |
| 1Y | -23.6% | -0.9% | -22.7% | -23.5% |
| 3Y | -30.4% | +24.7% | -55.1% | -34.3% |
| 5Y | -34.2% | -11.7% | -22.5% | -33.0% |
| All | -34.2% | -10.8% | -23.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling