+130.3%
MRK vs LEN
-13.7%
+143.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.4% |
| 7D | -5.0% | -7.8% | +2.7% | -3.9% |
| 30D | +11.0% | -11.0% | +22.0% | +12.8% |
| 3M | +22.4% | -12.8% | +35.2% | +24.5% |
| 6M | +25.4% | -20.2% | +45.6% | +28.8% |
| YTD | +39.5% | -23.0% | +62.5% | +43.8% |
| 1Y | +78.0% | -41.8% | +119.8% | +89.6% |
| 3Y | +45.5% | -28.8% | +74.3% | +51.2% |
| 5Y | +130.3% | -12.6% | +142.9% | +134.4% |
| All | +130.3% | -13.7% | +143.9% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling