+84.8%
MRK vs GD
+13.1%
+71.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +1.3% | -5.3% | +6.6% | +3.1% |
| 30D | +17.1% | -6.4% | +23.6% | +19.7% |
| 3M | +25.9% | +5.7% | +20.2% | +22.8% |
| 6M | +26.8% | -0.9% | +27.8% | +27.1% |
| YTD | +44.9% | +8.2% | +36.8% | +37.7% |
| 1Y | +84.8% | +13.4% | +71.4% | +61.7% |
| All | +84.8% | +13.1% | +71.7% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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