+78.0%
MRK vs DAR
+110.4%
-32.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | -5.0% | +0.9% | -6.0% | -5.0% |
| 30D | +11.0% | +6.4% | +4.5% | +10.5% |
| 3M | +22.4% | +13.2% | +9.1% | +21.6% |
| 6M | +25.4% | +26.2% | -0.8% | +21.8% |
| YTD | +39.5% | +84.4% | -44.9% | +26.9% |
| 1Y | +78.0% | +112.0% | -34.1% | +60.0% |
| All | +78.0% | +110.4% | -32.4% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling