+45.4%
MRK vs BLK
+66.0%
-20.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | -4.3% | -3.3% | -1.0% | -3.8% |
| 30D | +8.3% | -6.5% | +14.8% | +9.4% |
| 3M | +20.0% | +6.7% | +13.3% | +18.7% |
| 6M | +25.7% | +14.7% | +10.9% | +22.7% |
| YTD | +38.7% | +2.5% | +36.2% | +37.3% |
| 1Y | +74.7% | -2.8% | +77.5% | +74.0% |
| 3Y | +45.4% | +65.9% | -20.5% | +35.3% |
| All | +45.4% | +66.0% | -20.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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