+226.2%
MRK vs BUD
-22.8%
+249.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | +11.0% | -3.7% | +14.6% | +11.9% |
| 3M | +22.4% | -4.4% | +26.8% | +23.6% |
| 6M | +25.4% | +7.7% | +17.7% | +23.0% |
| YTD | +39.5% | +23.1% | +16.4% | +32.8% |
| 1Y | +78.0% | +33.6% | +44.3% | +66.2% |
| 3Y | +45.5% | +44.7% | +0.8% | +32.4% |
| 5Y | +130.3% | +44.9% | +85.3% | +106.1% |
| All | +226.2% | -22.8% | +249.0% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling