+663.0%
MRK vs EXR
+3,081.1%
-2,418.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +0.3% | +18.2% | -17.9% | -3.8% |
| 3M | +9.7% | +7.3% | +2.3% | +7.7% |
| 6M | +32.0% | +13.8% | +18.1% | +27.8% |
| YTD | +43.3% | +25.9% | +17.3% | +35.2% |
| 1Y | +63.7% | +25.8% | +37.9% | +54.5% |
| 3Y | +58.0% | +53.7% | +4.3% | +40.5% |
| 5Y | +105.0% | -1.8% | +106.7% | +97.9% |
| 10Y | +228.6% | +214.5% | +14.1% | +130.6% |
| All | +663.0% | +3,081.1% | -2,418.0% | +177.0% |
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 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