+226.2%
MRK vs D
+38.3%
+187.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | +11.0% | -3.5% | +14.5% | +12.2% |
| 3M | +22.4% | -1.6% | +24.0% | +23.0% |
| 6M | +25.4% | +5.8% | +19.6% | +22.8% |
| YTD | +39.5% | +14.5% | +25.0% | +33.1% |
| 1Y | +78.0% | +14.2% | +63.8% | +69.7% |
| 3Y | +45.5% | +59.0% | -13.5% | +23.5% |
| 5Y | +130.3% | +5.4% | +124.9% | +122.3% |
| All | +226.2% | +38.3% | +187.9% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling