+129.9%
MRK vs BTI
+118.0%
+11.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +8.3% | -1.1% | +9.4% | +8.5% |
| 3M | +20.0% | -8.8% | +28.8% | +22.2% |
| 6M | +25.7% | -4.0% | +29.6% | +26.4% |
| YTD | +38.7% | +0.4% | +38.4% | +38.4% |
| 1Y | +74.7% | +1.9% | +72.8% | +73.7% |
| 3Y | +45.4% | +108.5% | -63.2% | +23.1% |
| All | +129.9% | +118.0% | +11.9% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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