+6,434.3%
MCD vs MRK
+3,821.2%
+2,613.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -1.9% | -2.1% | +0.2% | -1.4% |
| 30D | +16.6% | +1.2% | +15.4% | +16.2% |
| 3M | +0.9% | +13.5% | -12.6% | -2.8% |
| 6M | +1.5% | +34.0% | -32.5% | -6.7% |
| YTD | -8.3% | +42.7% | -51.0% | -17.2% |
| 1Y | -8.1% | +66.6% | -74.7% | -20.5% |
| 3Y | +10.3% | +59.1% | -48.7% | -4.9% |
| 5Y | +23.4% | +104.1% | -80.7% | -1.3% |
| 10Y | +205.9% | +227.3% | -21.4% | +114.0% |
| All | +6,434.3% | +3,821.2% | +2,613.1% | +1,570.6% |
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