+54.1%
MRK vs COMP
+353.8%
-299.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.9% | -0.5% |
| 7D | -1.9% | +13.4% | -15.3% | -2.3% |
| 30D | +2.8% | +11.1% | -8.3% | +2.3% |
| 3M | +15.0% | -18.8% | +33.8% | +15.6% |
| 6M | +30.9% | +10.5% | +20.4% | +30.3% |
| YTD | +42.3% | -3.4% | +45.7% | +41.3% |
| 1Y | +76.1% | +19.7% | +56.4% | +73.5% |
| 3Y | +54.1% | +381.6% | -327.5% | +49.0% |
| All | +54.1% | +353.8% | -299.7% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling