-1.5%
MCD vs MRK
+51.4%
-52.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -6.1% | +15.5% | -21.6% | -8.3% |
| 3M | -7.3% | +25.1% | -32.4% | -10.5% |
| 6M | -20.9% | +30.1% | -51.0% | -24.2% |
| YTD | -14.7% | +43.1% | -57.8% | -19.4% |
| 1Y | -16.1% | +82.5% | -98.6% | -23.5% |
| 3Y | -1.5% | +49.3% | -50.8% | -8.5% |
| All | -1.5% | +51.4% | -52.9% | -8.5% |
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 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