+669.7%
MRK vs BTG
+370.1%
+299.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.8% |
| 7D | -5.0% | -5.8% | +0.8% | -4.9% |
| 30D | +11.0% | +5.7% | +5.2% | +10.8% |
| 3M | +22.4% | +38.1% | -15.8% | +21.4% |
| 6M | +25.4% | +0.3% | +25.1% | +25.2% |
| YTD | +39.5% | +19.9% | +19.6% | +38.6% |
| 1Y | +78.0% | +24.6% | +53.4% | +76.5% |
| 3Y | +45.5% | +96.6% | -51.0% | +42.5% |
| 5Y | +130.3% | +77.7% | +52.6% | +125.3% |
| 10Y | +229.8% | +150.7% | +79.1% | +218.3% |
| All | +669.7% | +370.1% | +299.6% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling