+13,503.3%
GOOGL vs MRK
+653.9%
+12,849.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -4.4% | +15.5% | -19.9% | -8.8% |
| 3M | -6.8% | +25.1% | -31.9% | -13.7% |
| 6M | +13.6% | +30.1% | -16.5% | +3.6% |
| YTD | +8.3% | +43.1% | -34.8% | -4.4% |
| 1Y | +44.9% | +82.5% | -37.5% | +17.8% |
| 3Y | +150.5% | +49.3% | +101.1% | +112.3% |
| 5Y | +137.7% | +130.3% | +7.5% | +69.2% |
| 10Y | +750.9% | +234.3% | +516.6% | +425.0% |
| All | +13,503.3% | +653.9% | +12,849.3% | +5,904.5% |
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