+78.0%
MRK vs BUD
+33.5%
+44.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.0% | -3.2% | -1.8% | -4.1% |
| 30D | +11.0% | -3.7% | +14.6% | +12.0% |
| 3M | +22.4% | -4.4% | +26.8% | +23.7% |
| 6M | +25.4% | +7.7% | +17.7% | +22.8% |
| YTD | +39.5% | +23.1% | +16.4% | +35.3% |
| 1Y | +78.0% | +33.6% | +44.3% | +74.4% |
| All | +78.0% | +33.5% | +44.5% | +74.4% |
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