+3,763.3%
MRK vs BTI
+6,031.1%
-2,267.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.9% | -1.4% | +0.4% | -0.6% |
| 30D | +15.5% | -7.0% | +22.5% | +17.1% |
| 3M | +25.1% | -6.3% | +31.4% | +26.6% |
| 6M | +30.1% | -2.0% | +32.1% | +30.3% |
| YTD | +43.1% | +0.2% | +42.9% | +42.6% |
| 1Y | +82.5% | +3.8% | +78.7% | +80.3% |
| 3Y | +49.3% | +112.1% | -62.8% | +26.2% |
| 5Y | +130.3% | +113.6% | +16.6% | +93.0% |
| 10Y | +234.3% | +69.6% | +164.7% | +185.8% |
| All | +3,763.3% | +6,031.1% | -2,267.8% | +1,706.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling