+57.3%
DIA vs MRK
+45.2%
+12.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -3.0% | -5.0% | +2.0% | -2.3% |
| 30D | -3.0% | +11.0% | -14.0% | -4.5% |
| 3M | +4.5% | +22.4% | -17.9% | +1.3% |
| 6M | +9.8% | +25.4% | -15.6% | +5.9% |
| YTD | +9.3% | +39.5% | -30.2% | +3.6% |
| 1Y | +16.0% | +78.0% | -62.0% | +5.7% |
| All | +57.3% | +45.2% | +12.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling