+224.4%
MRK vs BKR
+125.3%
+99.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | -4.3% | -7.0% | +2.7% | -3.5% |
| 30D | +8.3% | -8.1% | +16.4% | +9.3% |
| 3M | +20.0% | -6.6% | +26.7% | +20.8% |
| 6M | +25.7% | +0.9% | +24.8% | +25.1% |
| YTD | +38.7% | +31.1% | +7.6% | +33.8% |
| 1Y | +74.7% | +27.7% | +47.0% | +68.6% |
| 3Y | +45.4% | +71.2% | -25.9% | +34.1% |
| 5Y | +129.0% | +177.6% | -48.6% | +94.8% |
| All | +224.4% | +125.3% | +99.1% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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