+989.1%
MRK vs DLR
+3,455.1%
-2,466.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.0% |
| 7D | +0.7% | +3.3% | -2.6% | 0.0% |
| 30D | +0.3% | +4.6% | -4.3% | -0.7% |
| 3M | +9.7% | -8.3% | +17.9% | +11.4% |
| 6M | +32.0% | -5.6% | +37.6% | +32.9% |
| YTD | +43.3% | +18.7% | +24.6% | +37.1% |
| 1Y | +63.7% | +17.1% | +46.6% | +57.1% |
| 3Y | +58.0% | +54.4% | +3.7% | +40.2% |
| 5Y | +105.0% | +36.5% | +68.5% | +82.8% |
| 10Y | +228.6% | +187.7% | +40.9% | +139.4% |
| All | +989.1% | +3,455.1% | -2,466.0% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling