+1,115.2%
DIA vs MRK
+653.3%
+461.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -2.1% | +15.5% | -17.5% | -7.3% |
| 3M | +4.2% | +25.1% | -21.0% | -4.4% |
| 6M | +11.9% | +30.1% | -18.2% | +0.9% |
| YTD | +10.8% | +43.1% | -32.3% | -3.6% |
| 1Y | +17.5% | +82.5% | -64.9% | -6.9% |
| 3Y | +59.9% | +49.3% | +10.6% | +33.3% |
| 5Y | +64.1% | +130.3% | -66.1% | +14.2% |
| 10Y | +246.2% | +234.3% | +11.9% | +108.1% |
| All | +1,115.2% | +653.3% | +461.9% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling