+224.4%
MRK vs DAR
+366.1%
-141.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -4.3% | -0.1% | -4.1% | -4.3% |
| 30D | +8.3% | +2.6% | +5.6% | +7.8% |
| 3M | +20.0% | +14.2% | +5.8% | +17.9% |
| 6M | +25.7% | +17.2% | +8.5% | +22.7% |
| YTD | +38.7% | +80.9% | -42.1% | +28.3% |
| 1Y | +74.7% | +104.0% | -29.3% | +58.8% |
| 3Y | +45.4% | +3.6% | +41.7% | +41.2% |
| 5Y | +129.0% | -7.8% | +136.8% | +120.2% |
| All | +224.4% | +366.1% | -141.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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