+84.6%
MRK vs MKTX
+5.4%
+79.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +6.7% | +0.5% | +6.2% | +6.7% |
| 30D | +7.8% | +1.0% | +6.8% | +7.8% |
| 3M | +18.2% | +2.5% | +15.7% | +18.2% |
| 6M | +34.7% | +8.0% | +26.6% | +36.5% |
| YTD | +45.8% | -7.3% | +53.1% | +52.0% |
| 1Y | +84.6% | +4.7% | +79.9% | +88.7% |
| All | +84.6% | +5.4% | +79.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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