+584.9%
MRK vs BR
+1,281.7%
-696.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.7% | -5.0% | +2.3% | -1.1% |
| 30D | +12.7% | -2.5% | +15.1% | +13.6% |
| 3M | +24.2% | +13.5% | +10.7% | +18.9% |
| 6M | +27.8% | -9.4% | +37.2% | +31.0% |
| YTD | +42.2% | -23.3% | +65.5% | +53.0% |
| 1Y | +80.2% | -31.6% | +111.8% | +101.3% |
| 3Y | +48.4% | -5.1% | +53.4% | +46.4% |
| 5Y | +133.6% | +8.2% | +125.4% | +115.4% |
| 10Y | +236.2% | +189.8% | +46.4% | +109.2% |
| All | +584.9% | +1,281.7% | -696.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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