+1,376.8%
BAC vs MRK
+3,881.6%
-2,504.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | -0.4% | +17.1% | -17.5% | -7.4% |
| 3M | +16.9% | +25.9% | -9.0% | +5.0% |
| 6M | +26.6% | +26.8% | -0.2% | +13.0% |
| YTD | +15.8% | +44.9% | -29.1% | -2.8% |
| 1Y | +27.2% | +84.8% | -57.7% | -4.6% |
| 3Y | +132.4% | +50.1% | +82.3% | +85.3% |
| 5Y | +72.6% | +127.4% | -54.8% | +11.6% |
| 10Y | +389.7% | +240.0% | +149.8% | +162.4% |
| All | +1,376.8% | +3,881.6% | -2,504.8% | +135.9% |
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 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