+75.7%
MRK vs FIVE
+63.0%
+12.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.3% | +7.3% | -5.0% | +1.9% |
| 30D | +1.7% | +18.1% | -16.4% | +0.9% |
| 3M | +13.8% | +7.7% | +6.0% | +13.3% |
| 6M | +34.7% | +13.6% | +21.1% | +34.5% |
| YTD | +43.6% | +34.6% | +9.0% | +38.1% |
| 1Y | +75.7% | +66.2% | +9.4% | +63.3% |
| All | +75.7% | +63.0% | +12.7% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling