+1,511.3%
META vs MRK
+537.0%
+974.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.3% |
| 30D | -15.4% | +2.8% | -18.2% | -16.2% |
| 3M | +3.5% | +15.0% | -11.5% | -0.9% |
| 6M | -0.3% | +30.9% | -31.2% | -8.8% |
| YTD | -7.3% | +42.3% | -49.6% | -17.8% |
| 1Y | -1.1% | +76.1% | -77.2% | -18.1% |
| 3Y | +95.1% | +54.1% | +41.0% | +63.9% |
| 5Y | +80.6% | +109.5% | -28.9% | +31.8% |
| 10Y | +410.1% | +254.8% | +155.4% | +197.7% |
| All | +1,511.3% | +537.0% | +974.3% | +435.0% |
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 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