+224.4%
MRK vs LEN
+108.0%
+116.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -4.3% | -4.8% | +0.5% | -3.6% |
| 30D | +8.3% | -6.6% | +14.9% | +9.4% |
| 3M | +20.0% | -15.7% | +35.7% | +22.8% |
| 6M | +25.7% | -16.6% | +42.3% | +28.5% |
| YTD | +38.7% | -21.3% | +60.1% | +42.8% |
| 1Y | +74.7% | -42.0% | +116.7% | +87.3% |
| 3Y | +45.4% | -27.9% | +73.3% | +49.6% |
| 5Y | +129.0% | -10.7% | +139.7% | +125.4% |
| All | +224.4% | +108.0% | +116.4% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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