+109.6%
MRK vs B
+147.6%
-38.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.1% |
| 7D | +0.3% | +11.3% | -11.1% | -0.5% |
| 30D | +2.2% | +2.9% | -0.8% | +1.9% |
| 3M | +16.4% | -2.9% | +19.2% | +16.4% |
| 6M | +35.3% | -1.2% | +36.5% | +35.0% |
| YTD | +44.2% | -1.3% | +45.6% | +43.5% |
| 1Y | +77.5% | +30.4% | +47.1% | +73.6% |
| 3Y | +59.2% | +195.3% | -136.1% | +46.1% |
| 5Y | +109.6% | +146.2% | -36.7% | +93.5% |
| All | +109.6% | +147.6% | -38.0% | +93.5% |
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