+615.0%
F vs MRK
+3,881.6%
-3,266.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +5.3% | +1.3% | +4.0% | +4.8% |
| 30D | +4.6% | +17.1% | -12.6% | -1.3% |
| 3M | -3.7% | +25.9% | -29.6% | -11.6% |
| 6M | +16.8% | +26.8% | -10.0% | +6.9% |
| YTD | +15.3% | +44.9% | -29.6% | +0.6% |
| 1Y | +31.0% | +84.8% | -53.8% | +4.6% |
| 3Y | +45.4% | +50.1% | -4.7% | +22.8% |
| 5Y | +54.7% | +127.4% | -72.8% | +10.5% |
| 10Y | +98.2% | +240.0% | -141.7% | +20.8% |
| All | +615.0% | +3,881.6% | -3,266.6% | +49.2% |
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