+31.9%
DIS vs MRK
+228.4%
-196.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +9.2% | +0.3% | +8.9% | +9.0% |
| 3M | +13.5% | +9.7% | +3.9% | +10.6% |
| 6M | +14.3% | +32.0% | -17.7% | +5.9% |
| YTD | +5.4% | +43.3% | -37.9% | -4.7% |
| 1Y | +12.2% | +63.7% | -51.5% | -2.2% |
| 3Y | +37.2% | +58.0% | -20.8% | +17.2% |
| 5Y | -23.1% | +105.0% | -128.1% | -41.2% |
| All | +31.9% | +228.4% | -196.5% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling