-10.1%
DIS vs MRK
+84.5%
-94.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -2.6% | +1.3% | -3.9% | -2.7% |
| 30D | +3.5% | +17.1% | -13.7% | +1.6% |
| 3M | +6.8% | +25.9% | -19.1% | +4.2% |
| 6M | +3.0% | +26.8% | -23.8% | +0.4% |
| YTD | -6.7% | +44.9% | -51.6% | -9.9% |
| 1Y | -10.1% | +84.8% | -94.9% | -14.3% |
| All | -10.1% | +84.5% | -94.6% | -14.3% |
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