+67.3%
F vs MRK
+228.4%
-161.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | 0.0% | +0.3% | -0.2% | -0.1% |
| 3M | -13.2% | +9.7% | -22.9% | -16.3% |
| 6M | -10.2% | +32.0% | -42.2% | -19.1% |
| YTD | -4.9% | +43.3% | -48.2% | -16.7% |
| 1Y | -6.1% | +63.7% | -69.8% | -21.5% |
| 3Y | +46.0% | +58.0% | -12.0% | +20.7% |
| 5Y | -15.7% | +105.0% | -120.7% | -38.5% |
| All | +67.3% | +228.4% | -161.0% | +2.4% |
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