+439.4%
MRK vs ASX
+3,326.1%
-2,886.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.7% |
| 7D | +0.7% | +12.4% | -11.7% | -0.5% |
| 30D | +0.3% | -19.8% | +20.1% | +1.9% |
| 3M | +9.7% | -10.3% | +20.0% | +9.9% |
| 6M | +32.0% | +1.2% | +30.7% | +29.3% |
| YTD | +43.3% | +123.0% | -79.8% | +28.7% |
| 1Y | +63.7% | +145.4% | -81.8% | +45.5% |
| 3Y | +58.0% | +368.6% | -310.6% | +28.6% |
| 5Y | +105.0% | +486.0% | -381.1% | +59.9% |
| 10Y | +228.6% | +941.0% | -712.4% | +131.2% |
| All | +439.4% | +3,326.1% | -2,886.8% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling