+1,927.6%
MRK vs DRI
+7,577.7%
-5,650.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.3% | +0.6% | +0.8% | +1.2% |
| 30D | +17.1% | +3.8% | +13.3% | +16.4% |
| 3M | +25.9% | +13.0% | +12.9% | +23.3% |
| 6M | +26.8% | +8.3% | +18.5% | +24.9% |
| YTD | +44.9% | +20.6% | +24.3% | +40.1% |
| 1Y | +84.8% | +6.5% | +78.4% | +82.1% |
| 3Y | +50.1% | +53.7% | -3.6% | +38.2% |
| 5Y | +127.4% | +72.7% | +54.7% | +102.6% |
| 10Y | +240.0% | +363.2% | -123.2% | +137.9% |
| All | +1,927.6% | +7,577.7% | -5,650.1% | +803.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling