+114.8%
MRK vs BTDR
+19.6%
+95.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.6% |
| 7D | -4.3% | -3.4% | -0.9% | -4.2% |
| 30D | +8.3% | +32.6% | -24.3% | +8.2% |
| 3M | +20.0% | -32.2% | +52.3% | +20.1% |
| 6M | +25.7% | +52.4% | -26.7% | +25.3% |
| YTD | +38.7% | +6.7% | +32.1% | +38.3% |
| 1Y | +74.7% | -15.2% | +89.9% | +74.0% |
| 3Y | +45.4% | +14.9% | +30.5% | +45.1% |
| 5Y | +129.0% | +20.8% | +108.2% | +128.0% |
| All | +114.8% | +19.6% | +95.2% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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