+1,904.7%
MRK vs DRI
+8,063.5%
-6,158.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | +0.3% | +9.7% | -9.4% | -1.2% |
| 3M | +9.7% | +3.2% | +6.5% | +9.0% |
| 6M | +32.0% | +20.6% | +11.4% | +27.8% |
| YTD | +43.3% | +28.3% | +15.0% | +37.0% |
| 1Y | +63.7% | +34.5% | +29.1% | +55.3% |
| 3Y | +58.0% | +66.5% | -8.5% | +43.5% |
| 5Y | +105.0% | +79.6% | +25.3% | +81.7% |
| 10Y | +228.6% | +333.8% | -105.2% | +132.9% |
| All | +1,904.7% | +8,063.5% | -6,158.8% | +783.6% |
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