+80.2%
MRK vs B
+55.6%
+24.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -2.7% | +1.0% | -3.8% | -2.8% |
| 30D | +12.7% | +9.5% | +3.2% | +12.2% |
| 3M | +24.2% | +14.3% | +9.9% | +23.3% |
| 6M | +27.8% | -1.9% | +29.7% | +27.4% |
| YTD | +42.2% | +4.1% | +38.1% | +41.4% |
| 1Y | +80.2% | +56.1% | +24.1% | +78.6% |
| All | +80.2% | +55.6% | +24.6% | +78.6% |
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