+53.9%
F vs MRK
+129.4%
-75.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | +4.6% | +17.1% | -12.6% | +0.3% |
| 3M | -3.7% | +25.9% | -29.6% | -9.6% |
| 6M | +16.8% | +26.8% | -10.0% | +9.4% |
| YTD | +15.3% | +44.9% | -29.6% | +4.6% |
| 1Y | +31.0% | +84.8% | -53.8% | +12.3% |
| 3Y | +45.4% | +50.1% | -4.7% | +28.5% |
| All | +53.9% | +129.4% | -75.5% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling