+1,458.7%
DIS vs MRK
+3,881.6%
-2,422.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -2.6% | +1.3% | -3.9% | -3.0% |
| 30D | +3.5% | +17.1% | -13.7% | -2.0% |
| 3M | +6.8% | +25.9% | -19.1% | -1.4% |
| 6M | +3.0% | +26.8% | -23.8% | -5.5% |
| YTD | -6.7% | +44.9% | -51.6% | -18.2% |
| 1Y | -10.1% | +84.8% | -94.9% | -27.7% |
| 3Y | +33.0% | +50.1% | -17.1% | +12.2% |
| 5Y | -40.0% | +127.4% | -167.4% | -57.1% |
| 10Y | +21.1% | +240.0% | -218.9% | -26.2% |
| All | +1,458.7% | +3,881.6% | -2,422.9% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling