+86.4%
META vs MRK
+104.6%
-18.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +5.2% | +0.7% | +4.5% | +5.1% |
| 30D | -13.0% | +0.3% | -13.3% | -13.0% |
| 3M | +7.9% | +9.7% | -1.7% | +6.9% |
| 6M | +4.2% | +32.0% | -27.7% | +0.7% |
| YTD | -2.5% | +43.3% | -45.8% | -7.2% |
| 1Y | +5.6% | +63.7% | -58.1% | -1.5% |
| 3Y | +96.8% | +58.0% | +38.8% | +79.4% |
| All | +86.4% | +104.6% | -18.2% | +38.7% |
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