+137.3%
MRK vs DOW
-15.4%
+152.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -0.9% | -2.9% | +2.0% | -0.5% |
| 30D | +15.5% | +2.0% | +13.5% | +15.0% |
| 3M | +25.1% | -12.5% | +37.6% | +27.4% |
| 6M | +30.1% | -9.2% | +39.3% | +30.4% |
| YTD | +43.1% | +30.8% | +12.3% | +33.8% |
| 1Y | +82.5% | +29.4% | +53.1% | +70.2% |
| 3Y | +49.3% | -34.6% | +83.9% | +53.4% |
| 5Y | +130.3% | -35.9% | +166.2% | +134.5% |
| All | +137.3% | -15.4% | +152.7% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling