+229.0%
MRK vs EXR
+215.7%
+13.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +3.5% | +18.3% | -14.8% | -0.4% |
| 3M | +11.2% | +9.1% | +2.1% | +9.0% |
| 6M | +32.5% | +11.7% | +20.7% | +29.1% |
| YTD | +42.5% | +25.7% | +16.8% | +35.1% |
| 1Y | +65.4% | +24.9% | +40.5% | +57.1% |
| 3Y | +58.8% | +51.4% | +7.4% | +43.8% |
| 5Y | +103.9% | -1.9% | +105.8% | +98.6% |
| All | +229.0% | +215.7% | +13.3% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling