+658.8%
MRK vs EXR
+3,075.0%
-2,416.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +11.2% | +9.1% | +2.1% | +8.9% |
| 6M | +32.5% | +11.7% | +20.7% | +28.9% |
| YTD | +42.5% | +25.7% | +16.8% | +34.5% |
| 1Y | +65.4% | +24.9% | +40.5% | +56.4% |
| 3Y | +58.8% | +51.4% | +7.4% | +41.7% |
| 5Y | +103.9% | -1.9% | +105.8% | +96.9% |
| 10Y | +226.8% | +214.0% | +12.9% | +129.4% |
| All | +658.8% | +3,075.0% | -2,416.2% | +175.6% |
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