+106.8%
MRK vs DAL
+101.3%
+5.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -1.9% | +8.8% | -10.7% | -2.5% |
| 30D | +2.8% | +5.4% | -2.6% | +2.3% |
| 3M | +15.0% | -4.9% | +19.9% | +15.3% |
| 6M | +30.9% | +19.8% | +11.1% | +29.0% |
| YTD | +42.3% | +27.0% | +15.3% | +39.3% |
| 1Y | +76.1% | +52.5% | +23.6% | +70.2% |
| 3Y | +54.1% | +173.8% | -119.8% | +41.6% |
| All | +106.8% | +101.3% | +5.5% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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