+226.2%
MRK vs B
+209.1%
+17.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | -5.0% | -5.0% | 0.0% | -4.7% |
| 30D | +11.0% | +8.7% | +2.2% | +10.4% |
| 3M | +22.4% | +17.3% | +5.1% | +21.1% |
| 6M | +25.4% | -5.0% | +30.4% | +25.4% |
| YTD | +39.5% | +1.4% | +38.0% | +38.7% |
| 1Y | +78.0% | +50.5% | +27.5% | +72.5% |
| 3Y | +45.5% | +194.4% | -148.8% | +34.5% |
| 5Y | +130.3% | +156.7% | -26.4% | +113.3% |
| All | +226.2% | +209.1% | +17.1% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling