+3,763.3%
MRK vs LEN
+10,125.0%
-6,361.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.7% |
| 7D | -0.9% | -2.9% | +1.9% | -0.6% |
| 30D | +15.5% | -8.9% | +24.3% | +16.8% |
| 3M | +25.1% | -10.9% | +36.0% | +26.8% |
| 6M | +30.1% | -19.7% | +49.8% | +33.4% |
| YTD | +43.1% | -20.6% | +63.7% | +46.7% |
| 1Y | +82.5% | -42.4% | +124.9% | +94.7% |
| 3Y | +49.3% | -26.5% | +75.9% | +52.9% |
| 5Y | +130.3% | -10.9% | +141.2% | +126.3% |
| 10Y | +234.3% | +100.6% | +133.7% | +183.1% |
| All | +3,763.3% | +10,125.0% | -6,361.7% | +1,730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling