+84.6%
MRK vs DTE
+5.6%
+79.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +2.8% |
| 7D | +6.7% | +4.2% | +2.5% | +4.8% |
| 30D | +7.8% | +10.0% | -2.2% | +3.5% |
| 3M | +18.2% | -2.1% | +20.2% | +19.2% |
| 6M | +34.7% | -4.7% | +39.3% | +38.0% |
| YTD | +45.8% | +9.3% | +36.5% | +40.6% |
| 1Y | +84.6% | +6.6% | +77.9% | +80.5% |
| All | +84.6% | +5.6% | +79.0% | +80.5% |
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