+45.4%
MRK vs GNRC
+61.6%
-16.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.7% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +8.3% | -15.7% | +24.0% | +9.4% |
| 3M | +20.0% | -27.3% | +47.4% | +22.1% |
| 6M | +25.7% | -12.1% | +37.7% | +25.4% |
| YTD | +38.7% | +37.1% | +1.6% | +34.0% |
| 1Y | +74.7% | -0.5% | +75.1% | +71.8% |
| 3Y | +45.4% | +61.5% | -16.2% | +34.7% |
| All | +45.4% | +61.6% | -16.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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