+62.8%
META vs MRK
+129.4%
-66.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +6.7% | +1.3% | +5.4% | +6.6% |
| 30D | +4.8% | +17.1% | -12.4% | +3.3% |
| 3M | -1.6% | +25.9% | -27.5% | -3.9% |
| 6M | -7.5% | +26.8% | -34.3% | -9.7% |
| YTD | -6.4% | +44.9% | -51.3% | -10.3% |
| 1Y | -17.3% | +84.8% | -102.2% | -23.3% |
| 3Y | +109.9% | +50.1% | +59.8% | +97.0% |
| All | +62.8% | +129.4% | -66.6% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling