+224.4%
MRK vs BTG
+159.3%
+65.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | -3.8% | -0.5% | -4.1% |
| 30D | +8.3% | +3.6% | +4.6% | +8.1% |
| 3M | +20.0% | +32.0% | -12.0% | +18.9% |
| 6M | +25.7% | +3.4% | +22.3% | +25.2% |
| YTD | +38.7% | +20.8% | +18.0% | +37.3% |
| 1Y | +74.7% | +22.4% | +52.3% | +72.5% |
| 3Y | +45.4% | +91.7% | -46.4% | +40.7% |
| 5Y | +129.0% | +79.0% | +50.0% | +121.4% |
| All | +224.4% | +159.3% | +65.1% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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