+232.5%
MRK vs JD
+20.4%
+212.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.5% |
| 7D | -2.7% | -3.0% | +0.3% | -2.6% |
| 30D | +12.7% | -19.3% | +32.0% | +13.8% |
| 3M | +24.2% | -6.0% | +30.3% | +24.5% |
| 6M | +27.8% | +1.8% | +26.0% | +27.5% |
| YTD | +42.2% | -2.6% | +44.8% | +42.1% |
| 1Y | +80.2% | -17.4% | +97.6% | +81.4% |
| 3Y | +48.4% | -8.6% | +57.0% | +46.9% |
| 5Y | +133.6% | -61.6% | +195.2% | +140.2% |
| All | +232.5% | +20.4% | +212.1% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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