+44.6%
C vs MRK
+81.1%
-36.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +2.6% | -2.7% | +5.3% | +2.5% |
| 30D | +1.9% | +12.7% | -10.8% | +2.2% |
| 3M | +2.8% | +24.2% | -21.4% | +2.9% |
| 6M | +30.6% | +27.8% | +2.7% | +30.8% |
| YTD | +19.9% | +42.2% | -22.3% | +20.1% |
| 1Y | +44.6% | +80.2% | -35.6% | +50.6% |
| All | +44.6% | +81.1% | -36.6% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling