+11,573.1%
COST vs MRK
+3,807.5%
+7,765.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -2.8% | -2.7% | -0.1% | -2.0% |
| 30D | -5.3% | +12.7% | -18.0% | -8.9% |
| 3M | -6.7% | +24.2% | -30.9% | -13.0% |
| 6M | -9.9% | +27.8% | -37.8% | -17.0% |
| YTD | +5.1% | +42.2% | -37.1% | -6.3% |
| 1Y | -7.3% | +80.2% | -87.5% | -23.5% |
| 3Y | +70.4% | +48.4% | +22.0% | +46.2% |
| 5Y | +104.4% | +133.6% | -29.2% | +49.4% |
| 10Y | +609.0% | +236.2% | +372.8% | +352.1% |
| All | +11,573.1% | +3,807.5% | +7,765.7% | +2,123.9% |
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