+84.8%
MRK vs BUD
+36.8%
+48.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | +17.1% | -5.7% | +22.8% | +18.9% |
| 3M | +25.9% | +3.1% | +22.8% | +24.7% |
| 6M | +26.8% | +7.9% | +18.9% | +24.2% |
| YTD | +44.9% | +27.3% | +17.6% | +38.7% |
| 1Y | +84.8% | +37.8% | +47.0% | +77.8% |
| All | +84.8% | +36.8% | +48.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling