+136.2%
MRK vs BROS
+41.2%
+95.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +15.5% | -13.5% | +28.9% | +15.7% |
| 3M | +25.1% | -18.4% | +43.5% | +25.4% |
| 6M | +30.1% | -10.6% | +40.7% | +30.2% |
| YTD | +43.1% | -25.1% | +68.2% | +43.5% |
| 1Y | +82.5% | -28.6% | +111.1% | +82.9% |
| 3Y | +49.3% | +65.6% | -16.3% | +48.1% |
| All | +136.2% | +41.2% | +95.0% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling