+484.8%
MRK vs BIL
+30.4%
+454.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.7% |
| 30D | +17.1% | +0.3% | +16.8% | +18.8% |
| 3M | +25.9% | +0.9% | +25.0% | +31.1% |
| 6M | +26.8% | +1.8% | +25.0% | +37.2% |
| YTD | +44.9% | +2.4% | +42.5% | +60.9% |
| 1Y | +84.8% | +3.7% | +81.1% | +116.9% |
| 3Y | +50.1% | +14.2% | +35.9% | +171.5% |
| 5Y | +127.4% | +19.4% | +108.0% | +409.4% |
| 10Y | +240.0% | +25.2% | +214.7% | +874.2% |
| All | +484.8% | +30.4% | +454.4% | +1,701.4% |
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