+408.3%
MKC vs EXR
+2,662.2%
-2,253.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.7% |
| 7D | -5.9% | -2.6% | -3.3% | -5.3% |
| 30D | -0.9% | -7.2% | +6.3% | +0.9% |
| 3M | +12.7% | -3.5% | +16.2% | +13.8% |
| 6M | -19.3% | -5.3% | -14.0% | -18.3% |
| YTD | -22.2% | +9.4% | -31.5% | -23.8% |
| 1Y | -23.3% | +1.3% | -24.7% | -23.6% |
| 3Y | -30.0% | +22.4% | -52.4% | -34.0% |
| 5Y | -33.8% | -12.2% | -21.5% | -33.7% |
| 10Y | +24.4% | +148.6% | -124.1% | -2.3% |
| All | +408.3% | +2,662.2% | -2,253.9% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling