+130.3%
MRK vs D
+8.5%
+121.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | +15.5% | -0.7% | +16.2% | +15.7% |
| 3M | +25.1% | +2.1% | +23.0% | +24.4% |
| 6M | +30.1% | +6.8% | +23.3% | +27.6% |
| YTD | +43.1% | +16.5% | +26.6% | +37.1% |
| 1Y | +82.5% | +19.2% | +63.3% | +73.7% |
| 3Y | +49.3% | +61.9% | -12.5% | +32.4% |
| 5Y | +130.3% | +6.5% | +123.7% | +127.8% |
| All | +130.3% | +8.5% | +121.7% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling