+84.8%
MRK vs DTE
+3.0%
+81.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +1.3% | +0.2% | +1.2% | +1.3% |
| 30D | +17.1% | -2.6% | +19.7% | +18.2% |
| 3M | +25.9% | -3.9% | +29.8% | +28.8% |
| 6M | +26.8% | -7.9% | +34.7% | +31.2% |
| YTD | +44.9% | +7.2% | +37.7% | +42.2% |
| 1Y | +84.8% | +3.1% | +81.8% | +84.8% |
| All | +84.8% | +3.0% | +81.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling