+217.6%
BAC vs MRK
+228.4%
-10.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | -0.7% | +0.3% | -1.0% | -0.9% |
| 3M | -20.0% | +9.7% | -29.6% | -23.1% |
| 6M | +3.4% | +32.0% | -28.5% | -7.4% |
| YTD | -5.7% | +43.3% | -49.0% | -18.7% |
| 1Y | -1.4% | +63.7% | -65.1% | -19.4% |
| 3Y | +97.9% | +58.0% | +39.9% | +58.0% |
| 5Y | +22.9% | +105.0% | -82.0% | -16.4% |
| All | +217.6% | +228.4% | -10.7% | +68.9% |
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