+16.3%
BABA vs MRK
+269.7%
-253.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +2.4% | +2.3% | 0.0% | +1.9% |
| 30D | -7.8% | +1.7% | -9.4% | -8.1% |
| 3M | -22.4% | +13.8% | -36.1% | -24.5% |
| 6M | -26.0% | +34.7% | -60.7% | -30.7% |
| YTD | -29.3% | +43.6% | -72.8% | -34.8% |
| 1Y | -37.5% | +75.7% | -113.2% | -45.0% |
| 3Y | +31.9% | +60.0% | -28.1% | +16.3% |
| 5Y | -33.4% | +105.4% | -138.8% | -46.2% |
| 10Y | +15.7% | +224.1% | -208.4% | -20.1% |
| All | +16.3% | +269.7% | -253.4% | -28.0% |
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 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