+45.4%
MRK vs MKTX
-25.3%
+70.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -0.2% | -4.0% | -4.2% |
| 30D | +8.3% | +0.7% | +7.6% | +8.3% |
| 3M | +20.0% | +40.8% | -20.8% | +18.2% |
| 6M | +25.7% | -8.0% | +33.7% | +26.8% |
| YTD | +38.7% | -8.7% | +47.5% | +40.2% |
| 1Y | +74.7% | -11.8% | +86.5% | +76.9% |
| 3Y | +45.4% | -24.0% | +69.4% | +46.0% |
| All | +45.4% | -25.3% | +70.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling