+92.1%
MA vs MRK
+104.4%
-12.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.8% | -2.1% | +0.3% | -1.4% |
| 30D | +11.0% | +1.2% | +9.8% | +10.7% |
| 3M | +17.9% | +13.5% | +4.3% | +14.6% |
| 6M | +33.2% | +34.0% | -0.8% | +24.9% |
| YTD | +16.5% | +42.7% | -26.2% | +7.4% |
| 1Y | +19.1% | +66.6% | -47.5% | +6.2% |
| 3Y | +70.6% | +59.1% | +11.5% | +49.1% |
| 5Y | +92.1% | +104.1% | -12.0% | +53.6% |
| All | +92.1% | +104.4% | -12.3% | +53.6% |
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