+870.4%
MRK vs LYV
+1,446.8%
-576.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -4.3% | -1.9% | -2.3% | -4.0% |
| 30D | +8.3% | -8.2% | +16.5% | +9.5% |
| 3M | +20.0% | -1.3% | +21.3% | +20.2% |
| 6M | +25.7% | +2.6% | +23.1% | +24.9% |
| YTD | +38.7% | +19.4% | +19.3% | +35.0% |
| 1Y | +74.7% | -2.2% | +76.9% | +74.1% |
| 3Y | +45.4% | +106.0% | -60.7% | +29.8% |
| 5Y | +129.0% | +97.7% | +31.4% | +99.5% |
| 10Y | +228.0% | +560.5% | -332.5% | +123.1% |
| All | +870.4% | +1,446.8% | -576.4% | +434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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