+130.3%
MRK vs MAR
+151.1%
-20.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -5.0% | -2.1% | -2.9% | -4.8% |
| 30D | +11.0% | -5.7% | +16.6% | +11.6% |
| 3M | +22.4% | -14.6% | +37.0% | +24.3% |
| 6M | +25.4% | +1.3% | +24.1% | +25.2% |
| YTD | +39.5% | +6.7% | +32.8% | +38.4% |
| 1Y | +78.0% | +26.4% | +51.5% | +74.0% |
| 3Y | +45.5% | +64.7% | -19.2% | +39.6% |
| 5Y | +130.3% | +153.1% | -22.8% | +98.9% |
| All | +130.3% | +151.1% | -20.8% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling