+130.3%
MRK vs B
+154.3%
-24.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.2% |
| 7D | -0.9% | +2.3% | -3.3% | -1.1% |
| 30D | +15.5% | +1.4% | +14.1% | +15.3% |
| 3M | +25.1% | +12.2% | +12.9% | +24.3% |
| 6M | +30.1% | -2.1% | +32.2% | +29.9% |
| YTD | +43.1% | +2.9% | +40.2% | +42.3% |
| 1Y | +82.5% | +55.3% | +27.1% | +77.7% |
| 3Y | +49.3% | +198.7% | -149.4% | +40.1% |
| 5Y | +130.3% | +153.8% | -23.5% | +122.7% |
| All | +130.3% | +154.3% | -24.0% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling