+533.5%
MRK vs MAR
+2,439.3%
-1,905.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | +15.5% | -6.9% | +22.4% | +17.2% |
| 3M | +25.1% | -15.8% | +40.9% | +29.5% |
| 6M | +30.1% | +1.9% | +28.1% | +29.2% |
| YTD | +43.1% | +6.6% | +36.5% | +40.5% |
| 1Y | +82.5% | +23.7% | +58.8% | +73.4% |
| 3Y | +49.3% | +64.6% | -15.3% | +32.0% |
| 5Y | +130.3% | +156.4% | -26.1% | +80.1% |
| 10Y | +234.3% | +415.4% | -181.0% | +106.1% |
| All | +533.5% | +2,439.3% | -1,905.8% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling