+233.8%
MRK vs BRO
+300.9%
-67.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.4% |
| 7D | -3.6% | -4.3% | +0.7% | -2.3% |
| 30D | +6.6% | -3.1% | +9.8% | +7.7% |
| 3M | +22.5% | +14.2% | +8.4% | +17.0% |
| 6M | +27.1% | +0.6% | +26.5% | +25.8% |
| YTD | +39.6% | -13.6% | +53.2% | +44.9% |
| 1Y | +80.8% | -26.2% | +107.0% | +97.5% |
| 3Y | +45.8% | -4.7% | +50.5% | +42.4% |
| 5Y | +132.7% | +26.2% | +106.5% | +95.5% |
| 10Y | +233.8% | +305.3% | -71.5% | +81.0% |
| All | +233.8% | +300.9% | -67.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling