+49.0%
MRK vs BP
+37.6%
+11.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | -2.7% | +4.0% | -6.7% | -3.0% |
| 30D | +12.7% | +7.8% | +4.8% | +12.1% |
| 3M | +24.2% | +8.4% | +15.9% | +23.3% |
| 6M | +27.8% | +15.1% | +12.8% | +25.5% |
| YTD | +42.2% | +36.4% | +5.8% | +36.7% |
| 1Y | +80.2% | +40.9% | +39.3% | +72.6% |
| All | +49.0% | +37.6% | +11.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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