+433.3%
META vs MRK
+226.7%
+206.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -0.2% | -2.1% | +1.9% | +0.4% |
| 30D | -15.4% | +1.2% | -16.6% | -15.7% |
| 3M | +5.0% | +13.5% | -8.5% | +1.4% |
| 6M | +5.2% | +34.0% | -28.8% | -3.4% |
| YTD | -4.5% | +42.7% | -47.2% | -14.3% |
| 1Y | +0.6% | +66.6% | -66.0% | -13.8% |
| 3Y | +93.1% | +59.1% | +34.0% | +62.8% |
| 5Y | +93.7% | +104.1% | -10.4% | +44.2% |
| 10Y | +433.3% | +227.3% | +206.0% | +240.0% |
| All | +433.3% | +226.7% | +206.7% | +240.0% |
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