+149.6%
GOOGL vs MRK
+44.4%
+105.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | 0.0% | -4.3% | +4.3% | +0.1% |
| 30D | -1.4% | +8.3% | -9.7% | -1.5% |
| 3M | -5.3% | +20.0% | -25.4% | -5.7% |
| 6M | +9.8% | +25.7% | -15.9% | +9.1% |
| YTD | +8.4% | +38.7% | -30.4% | +7.2% |
| 1Y | +41.2% | +74.7% | -33.5% | +38.8% |
| 3Y | +149.6% | +45.4% | +104.2% | +165.5% |
| All | +149.6% | +44.4% | +105.2% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling