+133.6%
MRK vs BIL
+19.4%
+114.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.7% | +0.3% | +12.4% | +12.5% |
| 3M | +24.2% | +0.9% | +23.3% | +23.8% |
| 6M | +27.8% | +1.8% | +26.0% | +26.6% |
| YTD | +42.2% | +2.5% | +39.8% | +40.4% |
| 1Y | +80.2% | +3.7% | +76.5% | +76.4% |
| 3Y | +48.4% | +14.1% | +34.3% | +35.5% |
| 5Y | +133.6% | +19.4% | +114.2% | +93.1% |
| All | +133.6% | +19.4% | +114.2% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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