+130.1%
MRK vs DOW
-17.0%
+147.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.2% |
| 7D | -4.3% | -1.4% | -2.9% | -4.1% |
| 30D | +8.3% | -3.9% | +12.2% | +8.9% |
| 3M | +20.0% | -12.7% | +32.7% | +22.3% |
| 6M | +25.7% | -13.7% | +39.4% | +27.0% |
| YTD | +38.7% | +28.4% | +10.4% | +30.1% |
| 1Y | +74.7% | +21.8% | +52.9% | +64.7% |
| 3Y | +45.4% | -35.7% | +81.1% | +49.8% |
| 5Y | +129.0% | -36.8% | +165.9% | +133.7% |
| All | +130.1% | -17.0% | +147.0% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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