+1,527.5%
META vs MRK
+548.8%
+978.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +6.7% | +1.3% | +5.4% | +6.3% |
| 30D | +4.8% | +17.1% | -12.4% | -0.1% |
| 3M | -1.6% | +25.9% | -27.5% | -8.6% |
| 6M | -7.5% | +26.8% | -34.3% | -14.4% |
| YTD | -6.4% | +44.9% | -51.3% | -17.2% |
| 1Y | -17.3% | +84.8% | -102.2% | -32.7% |
| 3Y | +109.9% | +50.1% | +59.8% | +78.5% |
| 5Y | +65.4% | +127.4% | -62.1% | +15.9% |
| 10Y | +391.8% | +240.0% | +151.8% | +192.7% |
| All | +1,527.5% | +548.8% | +978.6% | +438.5% |
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