+3,812.0%
MRK vs D
+2,347.4%
+1,464.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +1.3% | +1.5% | -0.1% | +0.8% |
| 30D | +17.1% | -2.6% | +19.7% | +18.3% |
| 3M | +25.9% | 0.0% | +25.9% | +25.8% |
| 6M | +26.8% | +7.4% | +19.5% | +22.8% |
| YTD | +44.9% | +15.9% | +29.0% | +35.9% |
| 1Y | +84.8% | +18.1% | +66.7% | +71.8% |
| 3Y | +50.1% | +58.4% | -8.3% | +21.8% |
| 5Y | +127.4% | +5.2% | +122.2% | +114.4% |
| 10Y | +240.0% | +35.9% | +204.1% | +174.5% |
| All | +3,812.0% | +2,347.4% | +1,464.6% | +744.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling