+57.0%
MRK vs FIVE
+34.5%
+22.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | +2.8% | +17.7% | -14.9% | +1.8% |
| 3M | +15.0% | +4.0% | +11.0% | +14.7% |
| 6M | +30.9% | +2.6% | +28.3% | +30.6% |
| YTD | +42.3% | +27.6% | +14.7% | +39.7% |
| 1Y | +76.1% | +59.9% | +16.1% | +70.4% |
| All | +57.0% | +34.5% | +22.5% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling