+64.8%
DIA vs MRK
+133.1%
-68.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | -2.7% | +12.7% | -15.4% | -4.9% |
| 3M | +3.3% | +24.2% | -21.0% | -0.9% |
| 6M | +10.4% | +27.8% | -17.4% | +5.2% |
| YTD | +10.0% | +42.2% | -32.2% | +2.6% |
| 1Y | +16.2% | +80.2% | -64.0% | +3.3% |
| 3Y | +58.7% | +48.4% | +10.4% | +43.4% |
| All | +64.8% | +133.1% | -68.3% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling