+230.8%
MRK vs FIVE
+504.2%
-273.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +0.7% | +2.7% | -2.0% | +0.5% |
| 30D | +0.3% | +12.7% | -12.4% | -0.8% |
| 3M | +9.7% | +2.1% | +7.6% | +9.3% |
| 6M | +32.0% | +17.5% | +14.5% | +29.6% |
| YTD | +43.3% | +31.0% | +12.3% | +39.0% |
| 1Y | +63.7% | +67.7% | -4.1% | +55.2% |
| 3Y | +58.0% | +43.4% | +14.6% | +48.4% |
| 5Y | +105.0% | +18.1% | +86.9% | +93.5% |
| All | +230.8% | +504.2% | -273.4% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling