+129.9%
MRK vs DRI
+65.5%
+64.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.7% |
| 7D | -4.3% | -3.2% | -1.0% | -3.9% |
| 30D | +8.3% | -7.8% | +16.1% | +9.3% |
| 3M | +20.0% | +0.4% | +19.7% | +19.9% |
| 6M | +25.7% | +4.8% | +20.9% | +24.8% |
| YTD | +38.7% | +16.7% | +22.0% | +36.2% |
| 1Y | +74.7% | +1.5% | +73.2% | +73.5% |
| 3Y | +45.4% | +56.3% | -10.9% | +39.6% |
| All | +129.9% | +65.5% | +64.4% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling