+136.4%
BAC vs MRK
+51.4%
+85.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | -0.7% | +15.5% | -16.2% | -2.3% |
| 3M | +16.9% | +25.1% | -8.2% | +14.0% |
| 6M | +29.6% | +30.1% | -0.5% | +25.7% |
| YTD | +15.3% | +43.1% | -27.9% | +10.3% |
| 1Y | +28.8% | +82.5% | -53.6% | +19.8% |
| 3Y | +136.4% | +49.3% | +87.1% | +116.0% |
| All | +136.4% | +51.4% | +85.0% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling