+106.8%
MRK vs COMP
-17.6%
+124.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.9% | -0.2% |
| 7D | -1.9% | +13.4% | -15.3% | -2.0% |
| 30D | +2.8% | +11.1% | -8.3% | +2.6% |
| 3M | +15.0% | -18.8% | +33.8% | +15.1% |
| 6M | +30.9% | +10.5% | +20.4% | +30.8% |
| YTD | +42.3% | -3.4% | +45.7% | +42.0% |
| 1Y | +76.1% | +19.7% | +56.4% | +75.6% |
| 3Y | +54.1% | +381.6% | -327.5% | +55.5% |
| All | +106.8% | -17.6% | +124.4% | +103.7% |
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