+725.5%
MRK vs DG
+577.8%
+147.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.7% |
| 7D | -0.9% | -2.5% | +1.5% | -0.6% |
| 30D | +15.5% | +1.0% | +14.5% | +15.2% |
| 3M | +25.1% | +20.3% | +4.8% | +21.5% |
| 6M | +30.1% | -11.7% | +41.8% | +31.9% |
| YTD | +43.1% | -2.3% | +45.4% | +42.9% |
| 1Y | +82.5% | +20.0% | +62.4% | +76.0% |
| 3Y | +49.3% | +7.2% | +42.1% | +42.5% |
| 5Y | +130.3% | -37.9% | +168.2% | +138.7% |
| 10Y | +234.3% | +107.3% | +127.0% | +177.2% |
| All | +725.5% | +577.8% | +147.7% | +430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling