+193.4%
MCD vs MRK
+228.4%
-34.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +14.1% | +0.3% | +13.9% | +14.0% |
| 3M | +0.6% | +9.7% | -9.0% | -2.7% |
| 6M | 0.0% | +32.0% | -31.9% | -9.0% |
| YTD | -9.3% | +43.3% | -52.5% | -19.9% |
| 1Y | -9.3% | +63.7% | -73.0% | -23.4% |
| 3Y | +8.6% | +58.0% | -49.4% | -9.5% |
| 5Y | +21.9% | +105.0% | -83.1% | -10.0% |
| All | +193.4% | +228.4% | -34.9% | +85.3% |
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