+391.9%
BAC vs MRK
+232.4%
+159.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | -0.3% | -5.0% | +4.8% | +1.5% |
| 30D | -1.8% | +11.0% | -12.7% | -5.8% |
| 3M | +15.3% | +22.4% | -7.1% | +6.4% |
| 6M | +30.2% | +25.4% | +4.8% | +18.7% |
| YTD | +15.6% | +39.5% | -23.9% | +0.7% |
| 1Y | +27.5% | +78.0% | -50.5% | +0.3% |
| 3Y | +137.0% | +45.5% | +91.5% | +96.4% |
| 5Y | +75.6% | +130.3% | -54.7% | +9.6% |
| All | +391.9% | +232.4% | +159.4% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling