+302.7%
MRK vs JD
+46.5%
+256.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.5% |
| 7D | +0.7% | -4.1% | +4.8% | +0.9% |
| 30D | +0.3% | +4.6% | -4.3% | 0.0% |
| 3M | +9.7% | -4.7% | +14.4% | +9.9% |
| 6M | +32.0% | -17.4% | +49.3% | +33.2% |
| YTD | +43.3% | +0.7% | +42.6% | +42.9% |
| 1Y | +63.7% | -5.9% | +69.5% | +63.8% |
| 3Y | +58.0% | +18.9% | +39.1% | +53.7% |
| 5Y | +105.0% | -62.9% | +167.9% | +111.8% |
| 10Y | +228.6% | +32.5% | +196.1% | +183.1% |
| All | +302.7% | +46.5% | +256.2% | +250.8% |
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 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