+1,922.1%
MRK vs LIN
+10,749.5%
-8,827.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +0.4% | +3.6% | -3.2% | -0.6% |
| 30D | +3.5% | +6.4% | -2.9% | +1.7% |
| 3M | +15.2% | +6.5% | +8.7% | +13.1% |
| 6M | +31.6% | +4.9% | +26.7% | +29.5% |
| YTD | +42.5% | +23.4% | +19.0% | +33.7% |
| 1Y | +79.2% | +26.3% | +52.9% | +67.0% |
| 3Y | +55.8% | +38.0% | +17.8% | +40.8% |
| 5Y | +109.8% | +68.0% | +41.8% | +76.7% |
| 10Y | +255.3% | +437.1% | -181.8% | +112.4% |
| All | +1,922.1% | +10,749.5% | -8,827.4% | +656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling