+247.6%
DIA vs MRK
+230.6%
+17.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.6% | -4.3% | +2.7% | -0.1% |
| 30D | -2.0% | +8.3% | -10.3% | -5.0% |
| 3M | +3.6% | +20.0% | -16.4% | -3.2% |
| 6M | +11.5% | +25.7% | -14.2% | +2.2% |
| YTD | +10.4% | +38.7% | -28.4% | -2.6% |
| 1Y | +15.6% | +74.7% | -59.1% | -6.7% |
| 3Y | +58.9% | +45.4% | +13.5% | +33.7% |
| 5Y | +65.3% | +129.0% | -63.7% | +8.9% |
| All | +247.6% | +230.6% | +17.0% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling