+3,775.4%
MRK vs D
+2,441.4%
+1,334.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +2.3% | +2.4% | 0.0% | +1.4% |
| 30D | +1.7% | +10.9% | -9.2% | -2.5% |
| 3M | +13.8% | +2.8% | +10.9% | +12.4% |
| 6M | +34.7% | +12.7% | +22.0% | +28.0% |
| YTD | +43.6% | +20.3% | +23.2% | +32.6% |
| 1Y | +75.7% | +17.1% | +58.6% | +63.8% |
| 3Y | +60.0% | +75.1% | -15.1% | +25.0% |
| 5Y | +105.4% | +13.1% | +92.2% | +88.1% |
| 10Y | +224.1% | +48.3% | +175.9% | +152.6% |
| All | +3,775.4% | +2,441.4% | +1,334.0% | +723.0% |
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