+3,645.5%
MRK vs BNY
+8,074.1%
-4,428.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | -1.3% | -2.9% | -3.9% |
| 30D | +8.3% | -0.2% | +8.4% | +8.2% |
| 3M | +20.0% | +14.9% | +5.1% | +15.7% |
| 6M | +25.7% | +40.0% | -14.3% | +15.1% |
| YTD | +38.7% | +42.0% | -3.2% | +26.2% |
| 1Y | +74.7% | +56.9% | +17.8% | +54.7% |
| 3Y | +45.4% | +289.9% | -244.5% | +1.0% |
| 5Y | +129.0% | +259.2% | -130.2% | +59.4% |
| 10Y | +228.0% | +413.3% | -185.2% | +100.3% |
| All | +3,645.5% | +8,074.1% | -4,428.7% | +942.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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