+307.3%
MRK vs JD
+48.3%
+259.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +17.1% | -13.2% | +30.3% | +18.0% |
| 3M | +25.9% | -3.2% | +29.1% | +26.0% |
| 6M | +26.8% | +15.2% | +11.6% | +25.6% |
| YTD | +44.9% | +2.0% | +42.9% | +44.4% |
| 1Y | +84.8% | -5.4% | +90.2% | +84.9% |
| 3Y | +50.1% | -9.1% | +59.2% | +48.5% |
| 5Y | +127.4% | -59.6% | +187.0% | +132.6% |
| 10Y | +240.0% | +26.2% | +213.7% | +194.3% |
| All | +307.3% | +48.3% | +259.0% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling