+303.5%
MRK vs JD
+48.6%
+254.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.5% |
| 7D | +2.3% | +5.2% | -2.9% | +2.0% |
| 30D | +1.7% | +4.5% | -2.8% | +1.4% |
| 3M | +13.8% | -15.4% | +29.2% | +14.7% |
| 6M | +34.7% | -6.0% | +40.7% | +34.9% |
| YTD | +43.6% | +2.2% | +41.4% | +43.0% |
| 1Y | +75.7% | -6.7% | +82.3% | +75.9% |
| 3Y | +60.0% | +20.5% | +39.5% | +55.5% |
| 5Y | +105.4% | -58.4% | +163.8% | +109.7% |
| 10Y | +224.1% | +32.5% | +191.7% | +179.4% |
| All | +303.5% | +48.6% | +254.9% | +251.2% |
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