+84.6%
MRK vs GM
+37.1%
+47.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.6% | -0.7% | +3.3% |
| 7D | +6.7% | +12.1% | -5.4% | +5.1% |
| 30D | +7.8% | +15.2% | -7.5% | +5.5% |
| 3M | +18.2% | +4.9% | +13.3% | +17.4% |
| 6M | +34.7% | +22.6% | +12.1% | +29.5% |
| YTD | +45.8% | +14.4% | +31.4% | +41.8% |
| 1Y | +84.6% | +39.4% | +45.1% | +66.7% |
| All | +84.6% | +37.1% | +47.5% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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