+103.9%
MRK vs BUD
+50.1%
+53.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | +3.5% | +6.7% | -3.2% | +2.0% |
| 3M | +11.2% | +5.9% | +5.3% | +9.7% |
| 6M | +32.5% | +5.1% | +27.4% | +30.8% |
| YTD | +42.5% | +32.9% | +9.6% | +33.9% |
| 1Y | +65.4% | +31.8% | +33.6% | +55.6% |
| 3Y | +58.8% | +47.4% | +11.4% | +45.7% |
| 5Y | +103.9% | +50.8% | +53.0% | +83.1% |
| All | +103.9% | +50.1% | +53.7% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling