+103.9%
MRK vs ASX
+503.8%
-399.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | -0.1% |
| 7D | 0.0% | +22.1% | -22.1% | -0.3% |
| 30D | +3.5% | -23.8% | +27.3% | +3.8% |
| 3M | +11.2% | -7.6% | +18.8% | +11.2% |
| 6M | +32.5% | +6.9% | +25.6% | +31.5% |
| YTD | +42.5% | +127.7% | -85.2% | +38.0% |
| 1Y | +65.4% | +144.5% | -79.1% | +59.8% |
| 3Y | +58.8% | +377.8% | -319.0% | +48.4% |
| 5Y | +103.9% | +498.2% | -394.4% | +84.1% |
| All | +103.9% | +503.8% | -399.9% | +84.1% |
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