+133.6%
MRK vs EXR
-13.9%
+147.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | +12.7% | -7.5% | +20.2% | +14.5% |
| 3M | +24.2% | -7.5% | +31.7% | +26.2% |
| 6M | +27.8% | -5.2% | +33.0% | +29.1% |
| YTD | +42.2% | +6.5% | +35.7% | +40.6% |
| 1Y | +80.2% | -2.0% | +82.2% | +80.5% |
| 3Y | +48.4% | +21.5% | +26.8% | +44.6% |
| 5Y | +133.6% | -11.5% | +145.1% | +131.4% |
| All | +133.6% | -13.9% | +147.5% | +131.4% |
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