+115.9%
MRK vs BTDR
+15.3%
+100.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.9% |
| 7D | -5.0% | -3.2% | -1.8% | -5.0% |
| 30D | +11.0% | +32.7% | -21.7% | +10.9% |
| 3M | +22.4% | -28.4% | +50.8% | +22.4% |
| 6M | +25.4% | +51.7% | -26.3% | +25.0% |
| YTD | +39.5% | +2.9% | +36.6% | +39.1% |
| 1Y | +78.0% | -15.5% | +93.4% | +77.3% |
| 3Y | +45.5% | 0.0% | +45.5% | +45.4% |
| 5Y | +130.3% | +16.5% | +113.8% | +129.2% |
| All | +115.9% | +15.3% | +100.6% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling