+69.0%
F vs MRK
+226.7%
-157.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | +3.3% | +1.2% | +2.1% | +2.8% |
| 3M | -11.3% | +13.5% | -24.8% | -15.5% |
| 6M | +5.3% | +34.0% | -28.7% | -5.5% |
| YTD | -2.2% | +42.7% | -44.9% | -14.3% |
| 1Y | -3.5% | +66.6% | -70.1% | -19.9% |
| 3Y | +49.5% | +59.1% | -9.5% | +23.3% |
| 5Y | -13.5% | +104.1% | -117.6% | -36.9% |
| 10Y | +69.0% | +227.3% | -158.3% | +3.5% |
| All | +69.0% | +226.7% | -157.6% | +3.5% |
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