+458.0%
MRK vs FIVE
+868.1%
-410.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.8% |
| 7D | +1.3% | +4.3% | -2.9% | +0.9% |
| 30D | +17.1% | +12.5% | +4.6% | +15.9% |
| 3M | +25.9% | +31.2% | -5.3% | +22.8% |
| 6M | +26.8% | +14.4% | +12.4% | +24.8% |
| YTD | +44.9% | +33.9% | +11.0% | +40.5% |
| 1Y | +84.8% | +65.1% | +19.8% | +75.5% |
| 3Y | +50.1% | +49.0% | +1.1% | +40.5% |
| 5Y | +127.4% | +30.3% | +97.1% | +111.8% |
| 10Y | +240.0% | +481.1% | -241.1% | +162.5% |
| All | +458.0% | +868.1% | -410.2% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling