+3,812.0%
MRK vs B
+803.7%
+3,008.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | +17.1% | +9.4% | +7.7% | +16.7% |
| 3M | +25.9% | +5.0% | +20.9% | +25.6% |
| 6M | +26.8% | -3.5% | +30.4% | +26.8% |
| YTD | +44.9% | +4.5% | +40.5% | +44.3% |
| 1Y | +84.8% | +67.8% | +17.1% | +80.7% |
| 3Y | +50.1% | +196.7% | -146.6% | +43.2% |
| 5Y | +127.4% | +151.9% | -24.5% | +117.4% |
| 10Y | +240.0% | +202.2% | +37.8% | +220.2% |
| All | +3,812.0% | +803.7% | +3,008.3% | +4,094.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling