+13.4%
MCD vs MRK
+55.7%
-42.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +5.9% | +0.3% | +5.7% | +5.9% |
| 30D | +19.6% | +2.2% | +17.5% | +19.2% |
| 3M | +3.3% | +16.4% | -13.1% | +0.6% |
| 6M | +3.5% | +35.3% | -31.8% | -1.6% |
| YTD | -6.1% | +44.2% | -50.4% | -11.6% |
| 1Y | -3.7% | +77.5% | -81.1% | -12.0% |
| 3Y | +13.4% | +59.2% | -45.9% | +0.7% |
| All | +13.4% | +55.7% | -42.3% | +0.7% |
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