+133.6%
MRK vs ALL
+115.1%
+18.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.7% | -2.2% | -0.5% | -2.4% |
| 30D | +12.7% | -5.6% | +18.3% | +13.7% |
| 3M | +24.2% | +17.2% | +7.0% | +20.9% |
| 6M | +27.8% | +23.2% | +4.6% | +23.3% |
| YTD | +42.2% | +23.6% | +18.6% | +37.0% |
| 1Y | +80.2% | +29.2% | +51.0% | +72.3% |
| 3Y | +48.4% | +153.8% | -105.4% | +28.3% |
| 5Y | +133.6% | +116.1% | +17.5% | +105.6% |
| All | +133.6% | +115.1% | +18.5% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling