+433.3%
KLAC vs MRK
+128.0%
+305.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | -2.7% | -4.3% | +1.6% | -2.3% |
| 30D | -13.2% | +8.3% | -21.4% | -13.8% |
| 3M | -25.0% | +20.0% | -45.1% | -26.4% |
| 6M | +23.6% | +25.7% | -2.1% | +20.5% |
| YTD | +49.2% | +38.7% | +10.5% | +43.9% |
| 1Y | +89.3% | +74.7% | +14.6% | +77.6% |
| 3Y | +274.4% | +45.4% | +229.0% | +246.6% |
| All | +433.3% | +128.0% | +305.3% | +370.4% |
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 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