-7.3%
DIS vs MRK
+77.5%
-84.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.8% |
| 7D | -1.3% | -5.0% | +3.8% | -0.6% |
| 30D | +2.2% | +11.0% | -8.7% | +0.9% |
| 3M | +8.1% | +22.4% | -14.3% | +5.8% |
| 6M | +5.2% | +25.4% | -20.2% | +2.7% |
| YTD | -6.3% | +39.5% | -45.8% | -9.1% |
| 1Y | -7.3% | +78.0% | -85.3% | -11.2% |
| All | -7.3% | +77.5% | -84.7% | -11.2% |
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 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