+671.7%
MRK vs EXR
+2,662.2%
-1,990.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +1.3% | -2.6% | +3.9% | +2.0% |
| 30D | +17.1% | -7.2% | +24.3% | +19.3% |
| 3M | +25.9% | -3.5% | +29.4% | +27.0% |
| 6M | +26.8% | -5.3% | +32.1% | +28.4% |
| YTD | +44.9% | +9.4% | +35.6% | +41.6% |
| 1Y | +84.8% | +1.3% | +83.5% | +83.8% |
| 3Y | +50.1% | +22.4% | +27.7% | +40.7% |
| 5Y | +127.4% | -12.2% | +139.7% | +125.8% |
| 10Y | +240.0% | +148.6% | +91.4% | +152.3% |
| All | +671.7% | +2,662.2% | -1,990.5% | +190.1% |
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