+508.4%
F vs MRK
+3,809.2%
-3,300.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.6% | -1.9% | +3.4% | +2.2% |
| 30D | +2.6% | +2.8% | -0.1% | +1.5% |
| 3M | -8.8% | +15.0% | -23.8% | -13.5% |
| 6M | +4.6% | +30.9% | -26.3% | -5.5% |
| YTD | -1.9% | +42.3% | -44.2% | -14.0% |
| 1Y | -0.8% | +76.1% | -76.8% | -19.4% |
| 3Y | +43.5% | +54.1% | -10.6% | +19.7% |
| 5Y | -12.1% | +109.5% | -121.6% | -35.2% |
| 10Y | +83.6% | +254.8% | -171.1% | +10.1% |
| All | +508.4% | +3,809.2% | -3,300.8% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling