+121.7%
MRK vs GRAB
-74.3%
+196.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.5% |
| 7D | -4.3% | -10.8% | +6.6% | -4.2% |
| 30D | +8.3% | -15.5% | +23.8% | +8.3% |
| 3M | +20.0% | -9.0% | +29.0% | +20.1% |
| 6M | +25.7% | -21.6% | +47.3% | +25.7% |
| YTD | +38.7% | -38.9% | +77.6% | +38.8% |
| 1Y | +74.7% | -44.8% | +119.5% | +74.7% |
| 3Y | +45.4% | -18.4% | +63.8% | +45.3% |
| 5Y | +129.0% | -71.6% | +200.7% | +127.1% |
| All | +121.7% | -74.3% | +196.0% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling