+36.3%
DIS vs MRK
+226.2%
-190.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +4.4% | +2.3% | +2.1% | +3.8% |
| 30D | +10.3% | +1.7% | +8.6% | +9.8% |
| 3M | +15.5% | +13.8% | +1.8% | +11.5% |
| 6M | +11.2% | +34.7% | -23.5% | +2.5% |
| YTD | +5.6% | +43.6% | -38.0% | -4.5% |
| 1Y | +7.7% | +75.7% | -67.9% | -7.8% |
| 3Y | +39.3% | +60.0% | -20.7% | +18.6% |
| 5Y | -29.5% | +105.4% | -134.9% | -46.0% |
| 10Y | +36.3% | +224.1% | -187.9% | -13.1% |
| All | +36.3% | +226.2% | -190.0% | -13.1% |
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