+84.6%
MRK vs B
+27.8%
+56.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.3% | -4.4% | +3.0% |
| 7D | +6.7% | +1.1% | +5.6% | +6.5% |
| 30D | +7.8% | +0.3% | +7.4% | +7.5% |
| 3M | +18.2% | +5.4% | +12.7% | +17.9% |
| 6M | +34.7% | +5.5% | +29.2% | +33.5% |
| YTD | +45.8% | -6.3% | +52.1% | +44.7% |
| 1Y | +84.6% | +29.4% | +55.2% | +79.7% |
| All | +84.6% | +27.8% | +56.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling