+5,979.9%
MCD vs MRK
+3,881.6%
+2,098.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -2.8% | +1.3% | -4.2% | -3.2% |
| 30D | -6.0% | +17.1% | -23.2% | -10.1% |
| 3M | -5.6% | +25.9% | -31.5% | -11.5% |
| 6M | -21.9% | +26.8% | -48.7% | -27.1% |
| YTD | -14.7% | +44.9% | -59.6% | -23.2% |
| 1Y | -17.3% | +84.8% | -102.1% | -30.4% |
| 3Y | -2.2% | +50.1% | -52.3% | -14.3% |
| 5Y | +20.3% | +127.4% | -107.1% | -6.9% |
| 10Y | +180.7% | +240.0% | -59.3% | +94.4% |
| All | +5,979.9% | +3,881.6% | +2,098.3% | +1,449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling