-2.2%
MA vs MRK
+81.1%
-83.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.5% | -2.7% | -0.8% | -3.2% |
| 30D | +0.8% | +12.7% | -11.9% | -1.1% |
| 3M | +14.8% | +24.2% | -9.5% | +10.7% |
| 6M | +10.0% | +27.8% | -17.8% | +5.4% |
| YTD | -0.1% | +42.2% | -42.3% | -7.0% |
| 1Y | -2.2% | +80.2% | -82.4% | -12.8% |
| All | -2.2% | +81.1% | -83.3% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling