+139.8%
MRK vs COMP
-49.2%
+189.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.3% |
| 7D | +0.3% | +14.5% | -14.3% | +0.1% |
| 30D | +2.2% | +14.9% | -12.7% | +2.0% |
| 3M | +16.4% | -14.2% | +30.6% | +16.4% |
| 6M | +35.3% | +23.7% | +11.6% | +35.2% |
| YTD | +44.2% | +2.1% | +42.2% | +43.9% |
| 1Y | +77.5% | +26.2% | +51.3% | +77.0% |
| 3Y | +59.2% | +470.9% | -411.7% | +60.8% |
| 5Y | +109.6% | -14.0% | +123.6% | +109.8% |
| All | +139.8% | -49.2% | +189.0% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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