+46.1%
MRK vs DOW
-34.9%
+81.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -5.0% | -2.4% | -2.6% | -4.8% |
| 30D | +11.0% | -4.1% | +15.0% | +11.4% |
| 3M | +22.4% | -12.4% | +34.8% | +24.0% |
| 6M | +25.4% | -10.6% | +36.0% | +25.3% |
| YTD | +39.5% | +31.1% | +8.4% | +29.9% |
| 1Y | +78.0% | +30.5% | +47.4% | +65.3% |
| All | +46.1% | -34.9% | +81.1% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling