+3,740.9%
MRK vs GD
+19,982.5%
-16,241.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -1.9% | -5.0% | +3.1% | -0.5% |
| 30D | +2.8% | +8.9% | -6.2% | +0.2% |
| 3M | +15.0% | -8.0% | +23.0% | +17.5% |
| 6M | +30.9% | +2.9% | +28.0% | +29.5% |
| YTD | +42.3% | +7.1% | +35.2% | +38.7% |
| 1Y | +76.1% | +5.9% | +70.2% | +72.2% |
| 3Y | +54.1% | +53.9% | +0.2% | +34.6% |
| 5Y | +109.5% | +95.4% | +14.1% | +69.4% |
| 10Y | +254.8% | +193.5% | +61.3% | +149.1% |
| All | +3,740.9% | +19,982.5% | -16,241.6% | +1,678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling