+224.4%
MRK vs ALL
+365.1%
-140.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.3% | -2.3% | -2.0% | -3.7% |
| 30D | +8.3% | -0.4% | +8.7% | +8.3% |
| 3M | +20.0% | +16.0% | +4.0% | +14.8% |
| 6M | +25.7% | +24.6% | +1.1% | +17.5% |
| YTD | +38.7% | +23.7% | +15.1% | +29.8% |
| 1Y | +74.7% | +27.7% | +47.0% | +61.7% |
| 3Y | +45.4% | +150.2% | -104.9% | +7.7% |
| 5Y | +129.0% | +117.1% | +12.0% | +72.7% |
| All | +224.4% | +365.1% | -140.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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