-35.9%
BABA vs MRK
+76.6%
-112.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.6% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | -5.4% | +2.2% | -7.5% | -5.2% |
| 3M | -17.9% | +16.4% | -34.3% | -16.8% |
| 6M | -24.1% | +35.3% | -59.4% | -23.8% |
| YTD | -27.4% | +44.2% | -71.7% | -25.8% |
| All | -35.9% | +76.6% | -112.5% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling