+2,665.7%
MRK vs MLM
+2,981.8%
-316.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -1.9% | -4.1% | +2.3% | -1.0% |
| 30D | +2.8% | +8.2% | -5.4% | +1.1% |
| 3M | +15.0% | -3.6% | +18.6% | +15.7% |
| 6M | +30.9% | -15.6% | +46.5% | +34.8% |
| YTD | +42.3% | -16.4% | +58.7% | +46.4% |
| 1Y | +76.1% | -14.3% | +90.4% | +80.3% |
| 3Y | +54.1% | +19.3% | +34.8% | +46.2% |
| 5Y | +109.5% | +29.6% | +79.9% | +92.3% |
| 10Y | +254.8% | +189.9% | +64.9% | +161.6% |
| All | +2,665.7% | +2,981.8% | -316.1% | +1,138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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