+3,767.8%
MRK vs BP
+1,406.2%
+2,361.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +0.7% | +3.8% | -3.1% | -0.2% |
| 30D | +0.3% | -5.3% | +5.6% | +1.4% |
| 3M | +9.7% | +9.3% | +0.4% | +7.0% |
| 6M | +32.0% | +7.2% | +24.7% | +28.9% |
| YTD | +43.3% | +38.0% | +5.2% | +30.9% |
| 1Y | +63.7% | +33.2% | +30.5% | +50.7% |
| 3Y | +58.0% | +50.3% | +7.7% | +39.2% |
| 5Y | +105.0% | +114.1% | -9.1% | +61.1% |
| 10Y | +228.6% | +140.7% | +87.9% | +134.0% |
| All | +3,767.8% | +1,406.2% | +2,361.6% | +1,649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling