+224.4%
MRK vs DLR
+177.5%
+46.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.8% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +8.3% | -4.3% | +12.6% | +9.0% |
| 3M | +20.0% | +3.8% | +16.2% | +18.9% |
| 6M | +25.7% | +5.8% | +19.8% | +24.0% |
| YTD | +38.7% | +23.5% | +15.2% | +33.1% |
| 1Y | +74.7% | +11.1% | +63.6% | +70.5% |
| 3Y | +45.4% | +57.9% | -12.5% | +30.7% |
| 5Y | +129.0% | +44.0% | +85.1% | +108.3% |
| All | +224.4% | +177.5% | +46.9% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling