+15.8%
BABA vs MRK
+230.8%
-214.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.9% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | -5.4% | +2.2% | -7.5% | -5.7% |
| 3M | -17.9% | +16.4% | -34.3% | -20.0% |
| 6M | -24.1% | +35.3% | -59.4% | -28.1% |
| YTD | -27.4% | +44.2% | -71.7% | -32.1% |
| 1Y | -36.1% | +77.5% | -113.5% | -42.4% |
| 3Y | +35.4% | +59.2% | -23.9% | +22.2% |
| 5Y | -30.1% | +109.6% | -139.6% | -41.9% |
| 10Y | +15.8% | +229.6% | -213.8% | -11.3% |
| All | +15.8% | +230.8% | -214.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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