+45.4%
MRK vs DUK
+47.2%
-1.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -4.3% | -0.7% | -3.6% | -4.0% |
| 30D | +8.3% | -2.4% | +10.7% | +9.1% |
| 3M | +20.0% | -3.0% | +23.0% | +21.2% |
| 6M | +25.7% | -6.6% | +32.2% | +28.3% |
| YTD | +38.7% | +4.6% | +34.2% | +36.6% |
| 1Y | +74.7% | +1.2% | +73.5% | +73.5% |
| 3Y | +45.4% | +45.7% | -0.3% | +31.3% |
| All | +45.4% | +47.2% | -1.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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