+226.2%
MRK vs M
-10.0%
+236.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -1.7% |
| 7D | -5.0% | -8.8% | +3.8% | -4.6% |
| 30D | +11.0% | -16.4% | +27.4% | +12.0% |
| 3M | +22.4% | -10.8% | +33.2% | +23.0% |
| 6M | +25.4% | +16.1% | +9.3% | +24.2% |
| YTD | +39.5% | -5.3% | +44.8% | +39.5% |
| 1Y | +78.0% | +24.9% | +53.1% | +75.4% |
| 3Y | +45.5% | +97.5% | -52.0% | +38.2% |
| 5Y | +130.3% | +20.4% | +109.9% | +119.5% |
| All | +226.2% | -10.0% | +236.1% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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