+105.7%
MRK vs COMP
-10.9%
+116.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +0.3% | +16.6% | -16.3% | +0.1% |
| 3M | +9.7% | -23.5% | +33.2% | +9.8% |
| 6M | +32.0% | +25.7% | +6.2% | +31.8% |
| YTD | +43.3% | -3.4% | +46.7% | +43.0% |
| 1Y | +63.7% | +7.6% | +56.1% | +63.3% |
| 3Y | +58.0% | +423.6% | -365.6% | +59.4% |
| All | +105.7% | -10.9% | +116.6% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling