+11.7%
BABA vs MRK
+228.4%
-216.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -13.8% | +0.7% | -14.5% | -13.9% |
| 30D | -15.1% | +0.3% | -15.4% | -15.2% |
| 3M | -22.7% | +9.7% | -32.4% | -24.0% |
| 6M | -34.7% | +32.0% | -66.6% | -37.9% |
| YTD | -35.0% | +43.3% | -78.3% | -39.1% |
| 1Y | -40.4% | +63.7% | -104.1% | -45.5% |
| 3Y | +21.9% | +58.0% | -36.1% | +10.2% |
| 5Y | -39.9% | +105.0% | -144.9% | -49.8% |
| All | +11.7% | +228.4% | -216.6% | -14.0% |
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