+623.6%
MRK vs GM
+232.1%
+391.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.4% |
| 7D | -5.0% | -1.1% | -4.0% | -4.9% |
| 30D | +11.0% | -3.4% | +14.4% | +11.5% |
| 3M | +22.4% | +8.7% | +13.7% | +20.5% |
| 6M | +25.4% | +15.4% | +10.0% | +22.1% |
| YTD | +39.5% | +6.6% | +32.9% | +37.3% |
| 1Y | +78.0% | +51.5% | +26.5% | +65.3% |
| 3Y | +45.5% | +169.3% | -123.8% | +20.8% |
| 5Y | +130.3% | +81.6% | +48.7% | +98.9% |
| 10Y | +229.8% | +240.7% | -10.9% | +130.9% |
| All | +623.6% | +232.1% | +391.5% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling