+131.6%
C vs MRK
+128.4%
+3.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | +1.3% | +15.5% | -14.2% | -0.6% |
| 3M | +3.1% | +25.1% | -22.0% | 0.0% |
| 6M | +29.6% | +30.1% | -0.5% | +24.9% |
| YTD | +19.0% | +43.1% | -24.2% | +12.8% |
| 1Y | +45.6% | +82.5% | -36.8% | +33.0% |
| 3Y | +269.3% | +49.3% | +220.0% | +239.3% |
| 5Y | +131.6% | +130.3% | +1.3% | +90.0% |
| All | +131.6% | +128.4% | +3.2% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling