+130.3%
MRK vs DLR
+39.0%
+91.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | +11.0% | -2.9% | +13.8% | +11.2% |
| 3M | +22.4% | +3.2% | +19.2% | +21.9% |
| 6M | +25.4% | +3.9% | +21.5% | +24.9% |
| YTD | +39.5% | +21.4% | +18.1% | +37.4% |
| 1Y | +78.0% | +9.7% | +68.3% | +76.4% |
| 3Y | +45.5% | +56.5% | -11.0% | +39.8% |
| 5Y | +130.3% | +41.5% | +88.8% | +126.2% |
| All | +130.3% | +39.0% | +91.3% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling