+129.9%
MRK vs DG
-37.9%
+167.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -4.3% | -6.5% | +2.2% | -3.8% |
| 30D | +8.3% | +4.2% | +4.1% | +7.9% |
| 3M | +20.0% | +9.5% | +10.5% | +19.1% |
| 6M | +25.7% | -13.1% | +38.8% | +26.8% |
| YTD | +38.7% | -4.8% | +43.6% | +39.0% |
| 1Y | +74.7% | +20.6% | +54.1% | +71.7% |
| 3Y | +45.4% | +4.9% | +40.4% | +42.4% |
| All | +129.9% | -37.9% | +167.8% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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