+2,474.1%
MRK vs ALL
+3,667.9%
-1,193.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +17.1% | -1.5% | +18.6% | +17.5% |
| 3M | +25.9% | +23.6% | +2.3% | +18.1% |
| 6M | +26.8% | +22.3% | +4.5% | +19.2% |
| YTD | +44.9% | +26.5% | +18.4% | +34.7% |
| 1Y | +84.8% | +27.0% | +57.8% | +71.4% |
| 3Y | +50.1% | +149.6% | -99.5% | +12.9% |
| 5Y | +127.4% | +118.1% | +9.3% | +73.7% |
| 10Y | +240.0% | +369.0% | -129.0% | +103.2% |
| All | +2,474.1% | +3,667.9% | -1,193.8% | +839.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling