+416.0%
MRK vs A
+543.3%
-127.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +0.3% | 0.0% | +0.3% | +0.2% |
| 3M | +9.7% | +16.7% | -7.0% | +6.8% |
| 6M | +32.0% | +54.8% | -22.9% | +22.2% |
| YTD | +43.3% | +28.8% | +14.5% | +36.5% |
| 1Y | +63.7% | +19.3% | +44.4% | +57.9% |
| 3Y | +58.0% | +65.5% | -7.5% | +43.3% |
| 5Y | +105.0% | +12.1% | +92.9% | +95.3% |
| 10Y | +228.6% | +305.4% | -76.8% | +155.5% |
| All | +416.0% | +543.3% | -127.3% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling