+49.3%
MRK vs DRI
+56.7%
-7.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | +15.5% | -0.4% | +15.9% | +15.5% |
| 3M | +25.1% | +9.5% | +15.6% | +23.2% |
| 6M | +30.1% | +6.5% | +23.6% | +28.5% |
| YTD | +43.1% | +18.4% | +24.7% | +38.8% |
| 1Y | +82.5% | +4.2% | +78.2% | +79.7% |
| 3Y | +49.3% | +57.1% | -7.8% | +42.8% |
| All | +49.3% | +56.7% | -7.4% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling