+224.4%
MRK vs MAR
+450.9%
-226.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -4.3% | -0.5% | -3.7% | -4.2% |
| 30D | +8.3% | -5.4% | +13.7% | +9.1% |
| 3M | +20.0% | -15.5% | +35.5% | +22.6% |
| 6M | +25.7% | +3.0% | +22.7% | +25.0% |
| YTD | +38.7% | +8.5% | +30.2% | +36.9% |
| 1Y | +74.7% | +26.0% | +48.7% | +69.0% |
| 3Y | +45.4% | +68.6% | -23.2% | +34.5% |
| 5Y | +129.0% | +157.4% | -28.3% | +97.1% |
| All | +224.4% | +450.9% | -226.5% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling