+122.9%
MRK vs GRAB
-74.7%
+197.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -5.0% | -12.0% | +7.0% | -5.0% |
| 30D | +11.0% | -19.5% | +30.5% | +11.0% |
| 3M | +22.4% | -8.0% | +30.3% | +22.4% |
| 6M | +25.4% | -22.2% | +47.6% | +25.4% |
| YTD | +39.5% | -39.7% | +79.2% | +39.5% |
| 1Y | +78.0% | -43.2% | +121.2% | +78.0% |
| 3Y | +45.5% | -19.1% | +64.6% | +45.4% |
| 5Y | +130.3% | -72.0% | +202.3% | +128.3% |
| All | +122.9% | -74.7% | +197.6% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling