+131.3%
MRK vs GD
+97.9%
+33.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +1.3% | -5.3% | +6.6% | +2.8% |
| 30D | +17.1% | -6.4% | +23.6% | +19.2% |
| 3M | +25.9% | +5.7% | +20.2% | +23.7% |
| 6M | +26.8% | -0.9% | +27.8% | +26.8% |
| YTD | +44.9% | +8.2% | +36.8% | +41.1% |
| 1Y | +84.8% | +13.4% | +71.4% | +77.8% |
| 3Y | +50.1% | +68.5% | -18.4% | +29.5% |
| All | +131.3% | +97.9% | +33.3% | +96.9% |
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