+1,045.8%
C vs MRK
+3,821.2%
-2,775.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -0.4% | -2.1% | +1.7% | +0.6% |
| 30D | -5.3% | +1.2% | -6.5% | -6.0% |
| 3M | -8.0% | +13.5% | -21.5% | -14.5% |
| 6M | -0.3% | +34.0% | -34.3% | -15.1% |
| YTD | +8.6% | +42.7% | -34.1% | -11.0% |
| 1Y | +25.8% | +66.6% | -40.8% | -4.8% |
| 3Y | +221.2% | +59.1% | +162.1% | +138.0% |
| 5Y | +113.6% | +104.1% | +9.4% | +36.0% |
| 10Y | +218.3% | +227.3% | -9.0% | +55.2% |
| All | +1,045.8% | +3,821.2% | -2,775.4% | +36.7% |
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