+124.1%
MRK vs DT
+100.3%
+23.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -4.3% | -1.6% | -2.7% | -4.2% |
| 30D | +8.3% | +3.0% | +5.2% | +8.0% |
| 3M | +20.0% | +26.5% | -6.5% | +18.2% |
| 6M | +25.7% | +35.9% | -10.3% | +22.9% |
| YTD | +38.7% | +17.8% | +20.9% | +36.9% |
| 1Y | +74.7% | +4.1% | +70.6% | +73.8% |
| 3Y | +45.4% | +5.3% | +40.1% | +43.2% |
| 5Y | +129.0% | -27.2% | +156.2% | +131.2% |
| All | +124.1% | +100.3% | +23.9% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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