+226.2%
MRK vs FIVE
+483.6%
-257.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | +11.0% | +3.0% | +8.0% | +10.6% |
| 3M | +22.4% | +23.2% | -0.8% | +20.0% |
| 6M | +25.4% | +9.2% | +16.2% | +23.8% |
| YTD | +39.5% | +28.1% | +11.4% | +35.6% |
| 1Y | +78.0% | +65.3% | +12.7% | +68.7% |
| 3Y | +45.5% | +49.4% | -3.9% | +36.0% |
| 5Y | +130.3% | +29.5% | +100.8% | +114.1% |
| All | +226.2% | +483.6% | -257.5% | +159.5% |
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