+23.9%
BABA vs MRK
+266.4%
-242.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | -1.9% | +13.5% | +12.0% |
| 30D | +2.3% | +2.8% | -0.5% | +1.7% |
| 3M | -13.7% | +15.0% | -28.7% | -16.2% |
| 6M | -21.9% | +30.9% | -52.8% | -26.5% |
| YTD | -24.6% | +42.3% | -66.9% | -30.4% |
| 1Y | -34.1% | +76.1% | -110.2% | -42.0% |
| 3Y | +36.3% | +54.1% | -17.8% | +21.2% |
| 5Y | -26.7% | +109.5% | -136.2% | -41.2% |
| 10Y | +19.2% | +254.8% | -235.6% | -20.9% |
| All | +23.9% | +266.4% | -242.5% | -23.2% |
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