+84.6%
MRK vs MAR
+62.0%
+22.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +3.5% |
| 7D | +6.7% | +7.7% | -1.0% | +5.0% |
| 30D | +7.8% | +19.4% | -11.6% | +3.7% |
| 3M | +18.2% | +23.3% | -5.2% | +12.9% |
| 6M | +34.7% | +22.8% | +11.8% | +28.3% |
| YTD | +45.8% | +37.8% | +8.0% | +32.4% |
| 1Y | +84.6% | +57.4% | +27.2% | +59.3% |
| All | +84.6% | +62.0% | +22.5% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling