+632.4%
GEV vs MRK
+16.4%
+616.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +1.6% | -4.3% | +5.9% | +1.5% |
| 30D | -7.9% | +8.3% | -16.2% | -7.7% |
| 3M | +5.6% | +20.0% | -14.4% | +6.1% |
| 6M | +13.1% | +25.7% | -12.6% | +13.5% |
| YTD | +46.7% | +38.7% | +8.0% | +47.7% |
| 1Y | +51.3% | +74.7% | -23.4% | +52.5% |
| All | +632.4% | +16.4% | +616.0% | +673.3% |
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