+45.4%
MRK vs DTE
+43.4%
+1.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -4.3% | -2.6% | -1.7% | -3.6% |
| 30D | +8.3% | -4.4% | +12.7% | +9.6% |
| 3M | +20.0% | -8.3% | +28.4% | +23.2% |
| 6M | +25.7% | -8.1% | +33.7% | +28.7% |
| YTD | +38.7% | +4.4% | +34.3% | +37.6% |
| 1Y | +74.7% | +0.2% | +74.5% | +74.9% |
| 3Y | +45.4% | +42.6% | +2.7% | +37.5% |
| All | +45.4% | +43.4% | +1.9% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling