+39.8%
BKNG vs MRK
+45.2%
-5.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -10.7% | -5.0% | -5.7% | -10.2% |
| 30D | -18.1% | +11.0% | -29.1% | -18.9% |
| 3M | +8.5% | +22.4% | -13.9% | +6.7% |
| 6M | -0.1% | +25.4% | -25.5% | -2.0% |
| YTD | -18.2% | +39.5% | -57.7% | -20.7% |
| 1Y | -19.9% | +78.0% | -97.8% | -24.0% |
| All | +39.8% | +45.2% | -5.3% | +33.1% |
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