+22.5%
F vs MRK
+81.1%
-58.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -4.9% | -2.7% | -2.2% | -3.9% |
| 30D | -2.9% | +12.7% | -15.6% | -7.0% |
| 3M | -9.1% | +24.2% | -33.3% | -16.4% |
| 6M | +12.9% | +27.8% | -14.9% | +2.5% |
| YTD | +6.1% | +42.2% | -36.1% | -6.7% |
| 1Y | +22.5% | +80.2% | -57.7% | +1.4% |
| All | +22.5% | +81.1% | -58.6% | +1.4% |
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 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