+3,665.8%
MRK vs DUK
+2,534.2%
+1,131.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -5.0% | -1.7% | -3.3% | -4.5% |
| 30D | +11.0% | -2.2% | +13.2% | +11.8% |
| 3M | +22.4% | -3.7% | +26.1% | +23.9% |
| 6M | +25.4% | -6.3% | +31.7% | +28.1% |
| YTD | +39.5% | +4.5% | +35.0% | +37.2% |
| 1Y | +78.0% | +1.8% | +76.1% | +76.4% |
| 3Y | +45.5% | +46.8% | -1.3% | +26.3% |
| 5Y | +130.3% | +40.2% | +90.0% | +101.3% |
| 10Y | +229.8% | +129.8% | +100.0% | +138.3% |
| All | +3,665.8% | +2,534.2% | +1,131.5% | +826.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling