-19.5%
BABA vs MRK
+82.3%
-101.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.2% | -0.9% | +0.8% | -0.2% |
| 30D | -12.3% | +15.5% | -27.7% | -12.0% |
| 3M | -5.3% | +25.1% | -30.4% | -5.7% |
| 6M | -13.1% | +30.1% | -43.2% | -13.9% |
| YTD | -22.4% | +43.1% | -65.5% | -23.5% |
| 1Y | -19.5% | +82.5% | -101.9% | -22.8% |
| All | -19.5% | +82.3% | -101.8% | -22.8% |
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