+130.3%
MRK vs DD
+57.4%
+72.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.6% |
| 30D | +11.0% | -11.5% | +22.5% | +13.0% |
| 3M | +22.4% | -5.4% | +27.8% | +23.2% |
| 6M | +25.4% | -6.9% | +32.3% | +26.3% |
| YTD | +39.5% | +6.9% | +32.6% | +37.2% |
| 1Y | +78.0% | +35.6% | +42.3% | +68.5% |
| 3Y | +45.5% | +42.5% | +3.0% | +34.5% |
| 5Y | +130.3% | +58.5% | +71.8% | +104.0% |
| All | +130.3% | +57.4% | +72.9% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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