+226.2%
MRK vs DRI
+348.7%
-122.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -5.0% | -4.8% | -0.2% | -4.4% |
| 30D | +11.0% | -5.2% | +16.2% | +11.7% |
| 3M | +22.4% | +2.7% | +19.7% | +21.9% |
| 6M | +25.4% | +3.6% | +21.8% | +24.7% |
| YTD | +39.5% | +15.4% | +24.1% | +36.8% |
| 1Y | +78.0% | +1.3% | +76.7% | +77.0% |
| 3Y | +45.5% | +53.1% | -7.6% | +37.2% |
| 5Y | +130.3% | +64.6% | +65.7% | +113.3% |
| All | +226.2% | +348.7% | -122.6% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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