+66.3%
MA vs MRK
+129.3%
-63.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.5% | -2.7% | -0.8% | -3.0% |
| 30D | +0.8% | +12.7% | -11.9% | -1.5% |
| 3M | +14.8% | +24.2% | -9.5% | +10.0% |
| 6M | +10.0% | +27.8% | -17.8% | +4.7% |
| YTD | -0.1% | +42.2% | -42.3% | -7.0% |
| 1Y | -2.2% | +80.2% | -82.4% | -13.1% |
| 3Y | +39.3% | +48.4% | -9.1% | +26.0% |
| 5Y | +66.3% | +133.6% | -67.2% | +31.5% |
| All | +66.3% | +129.3% | -63.0% | +31.5% |
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 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