+599.8%
MRK vs MXL
+298.4%
+301.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -1.0% |
| 7D | -2.7% | +19.0% | -21.7% | -3.6% |
| 30D | +12.7% | +4.5% | +8.2% | +12.2% |
| 3M | +24.2% | -1.5% | +25.8% | +22.6% |
| 6M | +27.8% | +348.6% | -320.8% | +11.9% |
| YTD | +42.2% | +310.3% | -268.1% | +25.0% |
| 1Y | +80.2% | +344.7% | -264.5% | +56.8% |
| 3Y | +48.4% | +211.2% | -162.8% | +26.7% |
| 5Y | +133.6% | +34.8% | +98.7% | +107.6% |
| 10Y | +236.2% | +286.5% | -50.3% | +145.7% |
| All | +599.8% | +298.4% | +301.4% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling