+224.4%
MRK vs A
+256.4%
-32.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.3% |
| 7D | -4.3% | -2.6% | -1.7% | -3.5% |
| 30D | +8.3% | -0.9% | +9.2% | +8.6% |
| 3M | +20.0% | +13.6% | +6.4% | +15.4% |
| 6M | +25.7% | +27.8% | -2.2% | +15.5% |
| YTD | +38.7% | +8.6% | +30.1% | +34.1% |
| 1Y | +74.7% | +16.9% | +57.8% | +65.1% |
| 3Y | +45.4% | +32.9% | +12.4% | +28.5% |
| 5Y | +129.0% | -14.1% | +143.1% | +130.3% |
| All | +224.4% | +256.4% | -32.0% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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