+133.6%
MRK vs ASX
+490.0%
-356.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | -0.7% |
| 7D | -2.7% | +11.1% | -13.8% | -2.9% |
| 30D | +12.7% | +9.6% | +3.1% | +12.5% |
| 3M | +24.2% | +18.6% | +5.6% | +23.4% |
| 6M | +27.8% | +92.1% | -64.3% | +24.6% |
| YTD | +42.2% | +158.5% | -116.3% | +37.3% |
| 1Y | +80.2% | +271.9% | -191.7% | +71.3% |
| 3Y | +48.4% | +465.2% | -416.9% | +37.4% |
| 5Y | +133.6% | +479.4% | -345.8% | +107.8% |
| All | +133.6% | +490.0% | -356.4% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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