+230.8%
MRK vs ALL
+377.9%
-147.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.7% | +5.0% | -4.3% | -0.6% |
| 30D | +0.3% | +13.3% | -13.1% | -3.1% |
| 3M | +9.7% | +3.2% | +6.5% | +8.4% |
| 6M | +32.0% | +25.3% | +6.6% | +23.2% |
| YTD | +43.3% | +30.5% | +12.8% | +31.9% |
| 1Y | +63.7% | +29.2% | +34.5% | +51.0% |
| 3Y | +58.0% | +119.1% | -61.1% | +22.4% |
| 5Y | +105.0% | +162.6% | -57.6% | +44.5% |
| All | +230.8% | +377.9% | -147.1% | +86.4% |
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