+103.9%
MRK vs GD
+102.3%
+1.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | +3.5% | +9.2% | -5.7% | +0.9% |
| 3M | +11.2% | -7.5% | +18.7% | +13.5% |
| 6M | +32.5% | +5.8% | +26.7% | +29.9% |
| YTD | +42.5% | +9.8% | +32.7% | +37.8% |
| 1Y | +65.4% | +5.8% | +59.6% | +61.7% |
| 3Y | +58.8% | +58.0% | +0.8% | +38.1% |
| 5Y | +103.9% | +100.4% | +3.4% | +66.7% |
| All | +103.9% | +102.3% | +1.5% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling