+28.2%
BABA vs MRK
+273.2%
-245.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -4.8% | +1.3% | -6.1% | -5.0% |
| 30D | -11.9% | +17.1% | -29.0% | -14.7% |
| 3M | -9.3% | +25.9% | -35.2% | -13.7% |
| 6M | -14.2% | +26.8% | -41.1% | -18.6% |
| YTD | -22.0% | +44.9% | -66.9% | -28.2% |
| 1Y | -12.7% | +84.8% | -97.5% | -23.9% |
| 3Y | +26.7% | +50.1% | -23.5% | +13.6% |
| 5Y | -29.3% | +127.4% | -156.8% | -44.9% |
| 10Y | +21.2% | +240.0% | -218.7% | -17.6% |
| All | +28.2% | +273.2% | -245.0% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling