+3,763.3%
MRK vs DD
+959.7%
+2,803.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +15.5% | -7.4% | +22.9% | +17.6% |
| 3M | +25.1% | -6.4% | +31.5% | +26.8% |
| 6M | +30.1% | -2.5% | +32.6% | +30.1% |
| YTD | +43.1% | +10.2% | +32.9% | +38.6% |
| 1Y | +82.5% | +36.9% | +45.5% | +67.2% |
| 3Y | +49.3% | +47.0% | +2.3% | +31.9% |
| 5Y | +130.3% | +63.1% | +67.1% | +93.8% |
| 10Y | +234.3% | +68.2% | +166.2% | +162.9% |
| All | +3,763.3% | +959.7% | +2,803.6% | +1,440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling