+651.7%
MRK vs BAH
+886.2%
-234.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.0% |
| 7D | +1.3% | -3.2% | +4.6% | +2.0% |
| 30D | +17.1% | +2.0% | +15.1% | +16.7% |
| 3M | +25.9% | -7.6% | +33.5% | +27.5% |
| 6M | +26.8% | -5.7% | +32.5% | +27.3% |
| YTD | +44.9% | -11.7% | +56.6% | +46.3% |
| 1Y | +84.8% | -27.4% | +112.2% | +93.8% |
| 3Y | +50.1% | -32.5% | +82.6% | +55.0% |
| 5Y | +127.4% | -3.3% | +130.8% | +112.6% |
| 10Y | +240.0% | +186.0% | +54.0% | +149.6% |
| All | +651.7% | +886.2% | -234.5% | +332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling