+91.7%
F vs MRK
+237.3%
-145.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +1.2% | +15.5% | -14.2% | -3.8% |
| 3M | -5.7% | +25.1% | -30.8% | -13.1% |
| 6M | +17.9% | +30.1% | -12.2% | +7.2% |
| YTD | +10.4% | +43.1% | -32.7% | -2.9% |
| 1Y | +25.3% | +82.5% | -57.1% | +1.2% |
| 3Y | +37.5% | +49.3% | -11.9% | +16.7% |
| 5Y | +46.5% | +130.3% | -83.7% | +1.7% |
| All | +91.7% | +237.3% | -145.6% | +19.3% |
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