+224.4%
MRK vs MXL
+313.4%
-89.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.8% |
| 7D | -4.3% | +18.9% | -23.1% | -4.8% |
| 30D | +8.3% | +0.3% | +8.0% | +8.1% |
| 3M | +20.0% | -8.0% | +28.1% | +19.3% |
| 6M | +25.7% | +341.2% | -315.6% | +14.9% |
| YTD | +38.7% | +327.8% | -289.1% | +26.8% |
| 1Y | +74.7% | +364.9% | -290.2% | +58.4% |
| 3Y | +45.4% | +229.2% | -183.9% | +29.9% |
| 5Y | +129.0% | +42.8% | +86.3% | +111.5% |
| All | +224.4% | +313.4% | -89.0% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling