+45.4%
MRK vs GM
+166.7%
-121.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | -4.3% | -2.4% | -1.8% | -4.0% |
| 30D | +8.3% | -1.1% | +9.4% | +8.4% |
| 3M | +20.0% | +6.1% | +13.9% | +19.0% |
| 6M | +25.7% | +15.0% | +10.7% | +23.1% |
| YTD | +38.7% | +6.0% | +32.8% | +37.1% |
| 1Y | +74.7% | +47.1% | +27.6% | +66.2% |
| 3Y | +45.4% | +170.5% | -125.1% | +27.3% |
| All | +45.4% | +166.7% | -121.4% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling