+360.9%
MKC vs EXR
+3,090.1%
-2,729.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.2% |
| 7D | -2.4% | +1.7% | -4.2% | -2.8% |
| 30D | +5.4% | +18.0% | -12.7% | +1.4% |
| 3M | -11.1% | +9.7% | -20.8% | -13.0% |
| 6M | -1.4% | +13.4% | -14.8% | -4.3% |
| YTD | -29.4% | +26.3% | -55.7% | -33.2% |
| 1Y | -24.7% | +27.6% | -52.3% | -28.9% |
| 3Y | -21.8% | +52.2% | -74.0% | -29.8% |
| 5Y | -36.0% | -1.1% | -34.9% | -37.7% |
| 10Y | +24.9% | +216.8% | -191.9% | -6.9% |
| All | +360.9% | +3,090.1% | -2,729.2% | +117.8% |
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 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