+229.6%
MRK vs GD
+185.2%
+44.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.7% |
| 7D | +0.3% | -3.0% | +3.3% | +1.2% |
| 30D | +2.2% | +9.3% | -7.1% | -0.8% |
| 3M | +16.4% | -7.2% | +23.6% | +19.0% |
| 6M | +35.3% | +5.5% | +29.9% | +32.5% |
| YTD | +44.2% | +9.5% | +34.7% | +39.0% |
| 1Y | +77.5% | +6.4% | +71.0% | +72.7% |
| 3Y | +59.2% | +59.8% | -0.6% | +34.2% |
| 5Y | +109.6% | +98.0% | +11.6% | +62.2% |
| 10Y | +229.6% | +177.4% | +52.3% | +118.5% |
| All | +229.6% | +185.2% | +44.5% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling