+224.4%
MRK vs BN
+265.2%
-40.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -4.3% | -5.2% | +0.9% | -3.3% |
| 30D | +8.3% | -14.5% | +22.8% | +11.5% |
| 3M | +20.0% | -15.0% | +35.0% | +23.7% |
| 6M | +25.7% | -5.4% | +31.1% | +26.5% |
| YTD | +38.7% | -16.4% | +55.2% | +42.6% |
| 1Y | +74.7% | -16.2% | +90.9% | +79.1% |
| 3Y | +45.4% | +67.5% | -22.2% | +26.2% |
| 5Y | +129.0% | +34.1% | +94.9% | +104.8% |
| All | +224.4% | +265.2% | -40.8% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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