+1,166.7%
MRK vs MKTX
+1,443.5%
-276.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | +11.0% | +0.8% | +10.1% | +10.8% |
| 3M | +22.4% | +41.1% | -18.8% | +15.5% |
| 6M | +25.4% | -9.5% | +34.9% | +26.2% |
| YTD | +39.5% | -8.7% | +48.2% | +40.0% |
| 1Y | +78.0% | -10.0% | +87.9% | +78.8% |
| 3Y | +45.5% | -24.6% | +70.2% | +47.7% |
| 5Y | +130.3% | -60.3% | +190.6% | +152.9% |
| 10Y | +229.8% | +5.0% | +224.8% | +202.1% |
| All | +1,166.7% | +1,443.5% | -276.8% | +564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling