+16.7%
BABA vs MRK
+235.2%
-218.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -2.2% | -2.7% | +0.6% | -1.8% |
| 30D | -17.3% | +12.7% | -30.0% | -18.9% |
| 3M | -7.8% | +24.2% | -32.0% | -11.2% |
| 6M | -16.8% | +27.8% | -44.6% | -20.4% |
| YTD | -24.7% | +42.2% | -66.9% | -29.3% |
| 1Y | -24.9% | +80.2% | -105.1% | -32.7% |
| 3Y | +29.1% | +48.4% | -19.3% | +18.2% |
| 5Y | -30.5% | +133.6% | -164.1% | -44.4% |
| 10Y | +16.7% | +236.2% | -219.5% | -10.5% |
| All | +16.7% | +235.2% | -218.5% | -10.5% |
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