+1,407.0%
MRK vs DVA
+5,166.5%
-3,759.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.8% |
| 7D | -2.7% | +2.0% | -4.7% | -2.9% |
| 30D | +12.7% | -0.4% | +13.1% | +12.7% |
| 3M | +24.2% | -7.7% | +31.9% | +25.0% |
| 6M | +27.8% | +20.0% | +7.9% | +24.2% |
| YTD | +42.2% | +61.1% | -18.9% | +33.1% |
| 1Y | +80.2% | +33.9% | +46.3% | +72.3% |
| 3Y | +48.4% | +91.5% | -43.2% | +34.5% |
| 5Y | +133.6% | +41.8% | +91.8% | +115.5% |
| 10Y | +236.2% | +187.5% | +48.7% | +179.6% |
| All | +1,407.0% | +5,166.5% | -3,759.5% | +929.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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