+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +17.1% | -3.6% | +20.7% | +18.8% |
| 3M | +25.9% | -1.0% | +26.9% | +26.3% |
| 6M | +26.8% | +6.3% | +20.5% | +23.3% |
| YTD | +44.9% | +14.7% | +30.2% | +36.5% |
| 1Y | +84.8% | +16.9% | +67.9% | +72.5% |
| 3Y | +50.1% | +56.8% | -6.7% | +22.2% |
| 5Y | +127.4% | +5.2% | +122.2% | +114.3% |
| 10Y | +240.0% | +35.9% | +204.1% | +174.4% |
| All | +3,812.0% | +2,347.4% | +1,464.6% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling