+224.4%
MRK vs GRMN
+677.8%
-453.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.8% | -1.3% |
| 7D | -4.3% | +2.4% | -6.7% | -4.7% |
| 30D | +8.3% | -8.5% | +16.7% | +10.0% |
| 3M | +20.0% | +19.5% | +0.6% | +15.4% |
| 6M | +25.7% | +21.2% | +4.5% | +20.3% |
| YTD | +38.7% | +41.0% | -2.3% | +28.5% |
| 1Y | +74.7% | +19.6% | +55.1% | +66.9% |
| 3Y | +45.4% | +183.8% | -138.4% | +10.8% |
| 5Y | +129.0% | +83.0% | +46.0% | +96.8% |
| All | +224.4% | +677.8% | -453.4% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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