+133.6%
MRK vs BUD
+44.7%
+88.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +12.7% | -6.1% | +18.8% | +14.2% |
| 3M | +24.2% | -3.8% | +28.0% | +25.2% |
| 6M | +27.8% | +8.2% | +19.7% | +25.5% |
| YTD | +42.2% | +23.6% | +18.6% | +36.0% |
| 1Y | +80.2% | +33.4% | +46.8% | +69.6% |
| 3Y | +48.4% | +45.3% | +3.1% | +37.0% |
| 5Y | +133.6% | +44.3% | +89.3% | +111.5% |
| All | +133.6% | +44.7% | +88.9% | +111.5% |
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