+45.4%
MRK vs BOXX
+14.7%
+30.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | +0.1% | -4.3% | -4.2% |
| 30D | +8.3% | +0.3% | +8.0% | +8.8% |
| 3M | +20.0% | +1.0% | +19.0% | +21.6% |
| 6M | +25.7% | +1.9% | +23.7% | +29.3% |
| YTD | +38.7% | +2.7% | +36.1% | +45.7% |
| 1Y | +74.7% | +4.0% | +70.6% | +91.7% |
| 3Y | +45.4% | +14.7% | +30.7% | +85.9% |
| All | +45.4% | +14.7% | +30.7% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling