+252.1%
INTC vs MRK
+230.6%
+21.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.8% |
| 7D | +7.5% | -4.3% | +11.7% | +8.8% |
| 30D | +2.0% | +8.3% | -6.3% | -0.9% |
| 3M | -12.0% | +20.0% | -32.0% | -17.8% |
| 6M | +114.5% | +25.7% | +88.9% | +96.8% |
| YTD | +179.0% | +38.7% | +140.2% | +147.3% |
| 1Y | +318.3% | +74.7% | +243.6% | +240.4% |
| 3Y | +171.2% | +45.4% | +125.9% | +128.9% |
| 5Y | +107.6% | +129.0% | -21.5% | +37.1% |
| All | +252.1% | +230.6% | +21.5% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling