+3.7%
F vs MRK
+87.2%
-83.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +1.5% |
| 7D | +6.0% | +6.7% | -0.7% | +3.6% |
| 30D | +4.3% | +7.8% | -3.5% | +1.3% |
| 3M | -10.1% | +18.2% | -28.2% | -15.8% |
| 6M | +12.8% | +34.7% | -21.9% | -1.2% |
| YTD | -0.1% | +45.8% | -45.9% | -14.7% |
| 1Y | +3.7% | +84.6% | -80.9% | -19.7% |
| All | +3.7% | +87.2% | -83.5% | -19.7% |
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