-41.5%
DIS vs MRK
+128.4%
-169.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +0.1% | +15.5% | -15.3% | -1.6% |
| 3M | +7.1% | +25.1% | -18.0% | +4.2% |
| 6M | +4.3% | +30.1% | -25.8% | +0.9% |
| YTD | -6.9% | +43.1% | -50.1% | -10.9% |
| 1Y | -10.3% | +82.5% | -92.8% | -16.6% |
| 3Y | +32.8% | +49.3% | -16.5% | +22.7% |
| 5Y | -41.5% | +130.3% | -171.7% | -51.1% |
| All | -41.5% | +128.4% | -169.9% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling