+130.2%
MRK vs BROS
+33.7%
+96.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.9% |
| 7D | -5.0% | -6.1% | +1.0% | -4.9% |
| 30D | +11.0% | -12.4% | +23.3% | +11.2% |
| 3M | +22.4% | -27.9% | +50.3% | +22.9% |
| 6M | +25.4% | -16.8% | +42.2% | +25.6% |
| YTD | +39.5% | -29.0% | +68.5% | +40.0% |
| 1Y | +78.0% | -33.2% | +111.2% | +78.6% |
| 3Y | +45.5% | +56.8% | -11.2% | +44.5% |
| All | +130.2% | +33.7% | +96.6% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling