+58.0%
MRK vs BROS
+30.6%
+27.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | +0.4% |
| 7D | +0.7% | +6.3% | -5.6% | +0.5% |
| 30D | +0.3% | -8.3% | +8.6% | +0.4% |
| 3M | +9.7% | -29.8% | +39.4% | +10.4% |
| 6M | +32.0% | -25.8% | +57.8% | +32.6% |
| YTD | +43.3% | -41.4% | +84.6% | +44.4% |
| 1Y | +63.7% | -35.2% | +98.8% | +64.6% |
| 3Y | +58.0% | +32.8% | +25.2% | +61.9% |
| All | +58.0% | +30.6% | +27.4% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling