+129.9%
MRK vs MXL
+40.1%
+89.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.5% |
| 7D | -4.3% | +18.9% | -23.1% | -4.3% |
| 30D | +8.3% | +0.3% | +8.0% | +8.3% |
| 3M | +20.0% | -8.0% | +28.1% | +19.9% |
| 6M | +25.7% | +341.2% | -315.6% | +23.2% |
| YTD | +38.7% | +327.8% | -289.1% | +36.0% |
| 1Y | +74.7% | +364.9% | -290.2% | +70.9% |
| 3Y | +45.4% | +229.2% | -183.9% | +41.1% |
| All | +129.9% | +40.1% | +89.8% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling