+133.6%
MRK vs BAH
-3.7%
+137.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +12.7% | -6.6% | +19.3% | +13.6% |
| 3M | +24.2% | -7.2% | +31.4% | +25.0% |
| 6M | +27.8% | -10.0% | +37.8% | +28.8% |
| YTD | +42.2% | -12.5% | +54.7% | +43.0% |
| 1Y | +80.2% | -27.9% | +108.1% | +85.6% |
| 3Y | +48.4% | -31.4% | +79.8% | +48.6% |
| 5Y | +133.6% | -3.2% | +136.8% | +119.5% |
| All | +133.6% | -3.7% | +137.3% | +119.5% |
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