+14.9%
DIA vs MRK
+87.2%
-72.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.7% |
| 7D | +1.6% | +6.7% | -5.1% | +0.9% |
| 30D | +4.1% | +7.8% | -3.6% | +3.2% |
| 3M | -1.0% | +18.2% | -19.2% | -3.0% |
| 6M | +9.7% | +34.7% | -25.0% | +5.3% |
| YTD | +12.2% | +45.8% | -33.6% | +6.3% |
| 1Y | +14.9% | +84.6% | -69.7% | +5.2% |
| All | +14.9% | +87.2% | -72.3% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling