+15.6%
DIA vs MRK
+76.4%
-60.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -1.6% | -4.3% | +2.7% | -1.1% |
| 30D | -2.0% | +8.3% | -10.3% | -2.9% |
| 3M | +3.6% | +20.0% | -16.4% | +1.4% |
| 6M | +11.5% | +25.7% | -14.2% | +8.5% |
| YTD | +10.4% | +38.7% | -28.4% | +6.1% |
| 1Y | +15.6% | +74.7% | -59.1% | +9.3% |
| All | +15.6% | +76.4% | -60.8% | +9.3% |
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 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