+57.1%
MRK vs BP
+50.2%
+6.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | 0.0% | +2.5% | -2.5% | -0.1% |
| 30D | +3.5% | -5.6% | +9.1% | +3.8% |
| 3M | +11.2% | +8.0% | +3.2% | +10.5% |
| 6M | +32.5% | +5.7% | +26.8% | +31.7% |
| YTD | +42.5% | +36.8% | +5.7% | +36.6% |
| 1Y | +65.4% | +30.7% | +34.7% | +59.4% |
| All | +57.1% | +50.2% | +6.9% | +45.0% |
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