+40.1%
MA vs MRK
+51.4%
-11.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -1.8% | -0.9% | -0.8% | -1.6% |
| 30D | +1.4% | +15.5% | -14.1% | -1.0% |
| 3M | +17.7% | +25.1% | -7.4% | +13.4% |
| 6M | +9.7% | +30.1% | -20.4% | +4.9% |
| YTD | +0.5% | +43.1% | -42.6% | -5.7% |
| 1Y | -2.1% | +82.5% | -84.5% | -11.7% |
| 3Y | +40.1% | +49.3% | -9.2% | +31.0% |
| All | +40.1% | +51.4% | -11.3% | +31.0% |
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