+181.3%
MCD vs MRK
+235.2%
-53.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | -2.7% | -0.2% | -2.1% |
| 30D | -6.7% | +12.7% | -19.4% | -10.4% |
| 3M | -9.6% | +24.2% | -33.8% | -15.8% |
| 6M | -22.3% | +27.8% | -50.1% | -28.5% |
| YTD | -15.4% | +42.2% | -57.6% | -24.9% |
| 1Y | -16.8% | +80.2% | -97.0% | -31.8% |
| 3Y | -2.4% | +48.4% | -50.8% | -16.5% |
| 5Y | +19.4% | +133.6% | -114.2% | -17.1% |
| 10Y | +181.3% | +236.2% | -54.9% | +79.1% |
| All | +181.3% | +235.2% | -53.9% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling