+52.4%
GEV vs MRK
+87.2%
-34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.9% | -13.2% | -8.8% |
| 7D | -5.1% | +6.7% | -11.8% | -4.4% |
| 30D | -15.8% | +7.8% | -23.6% | -15.0% |
| 3M | -18.2% | +18.2% | -36.3% | -16.5% |
| 6M | -22.4% | +34.7% | -57.0% | -20.6% |
| YTD | +27.7% | +45.8% | -18.1% | +36.6% |
| 1Y | +52.4% | +84.6% | -32.2% | +79.4% |
| All | +52.4% | +87.2% | -34.8% | +79.4% |
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