+1,025.2%
C vs MRK
+3,863.3%
-2,838.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -5.4% | +2.2% | -7.6% | -6.5% |
| 3M | -9.2% | +16.4% | -25.5% | -16.6% |
| 6M | -1.8% | +35.3% | -37.1% | -16.8% |
| YTD | +6.7% | +44.2% | -37.6% | -13.1% |
| 1Y | +23.5% | +77.5% | -54.0% | -9.5% |
| 3Y | +219.8% | +59.2% | +160.6% | +137.0% |
| 5Y | +112.4% | +109.6% | +2.9% | +33.5% |
| 10Y | +220.1% | +229.6% | -9.6% | +55.6% |
| All | +1,025.2% | +3,863.3% | -2,838.1% | +33.6% |
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 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