Return on Market Portfolio in Investment Formulas

Return on Market Portfolio represents the excess return of the market portfolio over the risk-free rate. And is denoted by R_mkt.

Investment formulas that make use of Return on Market Portfolio

fxFama-French Three-Factor ModelGo

What is the Return on Market Portfolio?

Return on Market Portfolio represents the excess return of the market portfolio over the risk-free rate.

Can the Return on Market Portfolio be negative?

{YesorNo}, the Return on Market Portfolio, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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