+1,163.5%
C vs MRK
+3,881.6%
-2,718.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +3.6% | +1.3% | +2.3% | +3.0% |
| 30D | +0.1% | +17.1% | -17.1% | -8.1% |
| 3M | +2.4% | +25.9% | -23.5% | -9.6% |
| 6M | +24.9% | +26.8% | -1.9% | +9.4% |
| YTD | +19.8% | +44.9% | -25.1% | -2.3% |
| 1Y | +44.9% | +84.8% | -40.0% | +3.6% |
| 3Y | +263.0% | +50.1% | +212.9% | +177.9% |
| 5Y | +129.5% | +127.4% | +2.1% | +37.2% |
| 10Y | +291.6% | +240.0% | +51.6% | +87.7% |
| All | +1,163.5% | +3,881.6% | -2,718.1% | +50.1% |
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 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