+49.0%
MRK vs ALL
+151.8%
-102.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.7% | -2.2% | -0.5% | -2.3% |
| 30D | +12.7% | -5.6% | +18.3% | +13.8% |
| 3M | +24.2% | +17.2% | +7.0% | +20.5% |
| 6M | +27.8% | +23.2% | +4.6% | +22.7% |
| YTD | +42.2% | +23.6% | +18.6% | +36.3% |
| 1Y | +80.2% | +29.2% | +51.0% | +71.2% |
| All | +49.0% | +151.8% | -102.8% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling