+130.3%
MRK vs A
-16.6%
+146.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -5.0% | -4.6% | -0.4% | -4.1% |
| 30D | +11.0% | -4.3% | +15.2% | +12.0% |
| 3M | +22.4% | +8.9% | +13.4% | +20.3% |
| 6M | +25.4% | +24.5% | +0.9% | +19.2% |
| YTD | +39.5% | +5.8% | +33.7% | +37.4% |
| 1Y | +78.0% | +16.2% | +61.7% | +72.2% |
| 3Y | +45.5% | +28.5% | +17.1% | +36.5% |
| 5Y | +130.3% | -16.3% | +146.6% | +116.5% |
| All | +130.3% | -16.6% | +146.8% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling