+421.9%
MRK vs A
+457.0%
-35.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +1.3% | -1.9% | +3.3% | +1.7% |
| 30D | +17.1% | +6.9% | +10.2% | +15.9% |
| 3M | +25.9% | +9.2% | +16.7% | +24.0% |
| 6M | +26.8% | +25.7% | +1.1% | +21.5% |
| YTD | +44.9% | +11.5% | +33.4% | +41.5% |
| 1Y | +84.8% | +18.4% | +66.5% | +78.9% |
| 3Y | +50.1% | +26.6% | +23.5% | +42.3% |
| 5Y | +127.4% | -12.8% | +140.2% | +125.9% |
| 10Y | +240.0% | +247.2% | -7.2% | +171.4% |
| All | +421.9% | +457.0% | -35.2% | +271.5% |
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 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