+229.0%
MRK vs D
+47.7%
+181.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | +3.5% | +8.4% | -4.9% | +0.8% |
| 3M | +11.2% | +0.2% | +11.0% | +11.0% |
| 6M | +32.5% | +9.5% | +23.0% | +28.4% |
| YTD | +42.5% | +18.8% | +23.7% | +34.1% |
| 1Y | +65.4% | +14.7% | +50.7% | +57.4% |
| 3Y | +58.8% | +72.9% | -14.1% | +31.0% |
| 5Y | +103.9% | +13.1% | +90.7% | +92.2% |
| All | +229.0% | +47.7% | +181.3% | +178.3% |
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