+226.2%
MRK vs EXR
+149.6%
+76.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | +11.0% | -6.9% | +17.8% | +12.7% |
| 3M | +22.4% | -7.8% | +30.2% | +24.6% |
| 6M | +25.4% | -4.9% | +30.3% | +26.7% |
| YTD | +39.5% | +7.2% | +32.3% | +37.3% |
| 1Y | +78.0% | -1.5% | +79.5% | +78.1% |
| 3Y | +45.5% | +22.3% | +23.3% | +38.3% |
| 5Y | +130.3% | -10.9% | +141.2% | +129.0% |
| All | +226.2% | +149.6% | +76.5% | +166.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling