+247.5%
MRK vs LIN
+424.3%
-176.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +2.8% | +6.5% | -3.7% | +0.6% |
| 3M | +15.0% | +5.5% | +9.5% | +12.8% |
| 6M | +30.9% | +3.3% | +27.6% | +29.1% |
| YTD | +42.3% | +22.0% | +20.2% | +32.1% |
| 1Y | +76.1% | +25.7% | +50.3% | +61.7% |
| 3Y | +54.1% | +36.2% | +17.9% | +36.5% |
| 5Y | +109.5% | +66.1% | +43.4% | +69.6% |
| All | +247.5% | +424.3% | -176.8% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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