+105.7%
MRK vs BAH
+6.1%
+99.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | +0.3% | +20.8% | -20.5% | -1.6% |
| 3M | +9.7% | +11.6% | -1.9% | +8.4% |
| 6M | +32.0% | +23.1% | +8.9% | +29.0% |
| YTD | +43.3% | +5.3% | +38.0% | +41.2% |
| 1Y | +63.7% | +6.1% | +57.5% | +61.1% |
| 3Y | +58.0% | -27.5% | +85.5% | +59.2% |
| All | +105.7% | +6.1% | +99.6% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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