+224.4%
MRK vs BB
+1.6%
+222.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.6% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | +8.3% | -12.5% | +20.8% | +8.6% |
| 3M | +20.0% | -17.4% | +37.5% | +20.3% |
| 6M | +25.7% | +119.1% | -93.5% | +22.5% |
| YTD | +38.7% | +102.4% | -63.6% | +35.5% |
| 1Y | +74.7% | +98.2% | -23.5% | +70.4% |
| 3Y | +45.4% | +46.9% | -1.6% | +41.8% |
| 5Y | +129.0% | -26.4% | +155.4% | +127.8% |
| All | +224.4% | +1.6% | +222.8% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling