+130.3%
MRK vs FIVE
+38.7%
+91.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -0.9% | +3.7% | -4.6% | -1.1% |
| 30D | +15.5% | +4.0% | +11.5% | +15.2% |
| 3M | +25.1% | +36.2% | -11.1% | +23.4% |
| 6M | +30.1% | +18.0% | +12.1% | +28.9% |
| YTD | +43.1% | +34.9% | +8.2% | +40.8% |
| 1Y | +82.5% | +67.9% | +14.5% | +77.5% |
| 3Y | +49.3% | +57.3% | -8.0% | +42.9% |
| 5Y | +130.3% | +39.5% | +90.7% | +120.2% |
| All | +130.3% | +38.7% | +91.6% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling