+224.4%
MRK vs BX
+673.1%
-448.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -4.3% | -5.6% | +1.4% | -3.5% |
| 30D | +8.3% | -12.2% | +20.5% | +10.2% |
| 3M | +20.0% | +7.4% | +12.6% | +18.7% |
| 6M | +25.7% | +22.2% | +3.5% | +21.7% |
| YTD | +38.7% | -14.0% | +52.7% | +40.8% |
| 1Y | +74.7% | -27.3% | +102.0% | +81.3% |
| 3Y | +45.4% | +24.5% | +20.8% | +36.7% |
| 5Y | +129.0% | +18.9% | +110.2% | +109.9% |
| All | +224.4% | +673.1% | -448.7% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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