+46.1%
MRK vs BEN
+51.0%
-4.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | +11.0% | +0.9% | +10.1% | +10.9% |
| 3M | +22.4% | +9.2% | +13.2% | +21.2% |
| 6M | +25.4% | +36.8% | -11.4% | +21.2% |
| YTD | +39.5% | +44.4% | -4.9% | +33.7% |
| 1Y | +78.0% | +45.8% | +32.1% | +70.3% |
| All | +46.1% | +51.0% | -4.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling