+478.2%
MRK vs BIL
+31.3%
+446.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +1.0% |
| 30D | +0.3% | +0.3% | -0.1% | +1.8% |
| 3M | +9.7% | +1.0% | +8.7% | +14.2% |
| 6M | +32.0% | +1.9% | +30.1% | +42.9% |
| YTD | +43.3% | +3.2% | +40.1% | +64.0% |
| 1Y | +63.7% | +3.7% | +60.0% | +91.6% |
| 3Y | +58.0% | +13.8% | +44.2% | +181.0% |
| 5Y | +105.0% | +20.3% | +84.7% | +373.6% |
| 10Y | +228.6% | +26.2% | +202.4% | +874.2% |
| All | +478.2% | +31.3% | +446.9% | +1,736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling