+78.0%
MRK vs M
+25.2%
+52.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -1.4% |
| 7D | -5.0% | -8.8% | +3.8% | -4.1% |
| 30D | +11.0% | -16.4% | +27.4% | +13.0% |
| 3M | +22.4% | -10.8% | +33.2% | +23.4% |
| 6M | +25.4% | +16.1% | +9.3% | +21.7% |
| YTD | +39.5% | -5.3% | +44.8% | +39.4% |
| 1Y | +78.0% | +24.9% | +53.1% | +70.3% |
| All | +78.0% | +25.2% | +52.8% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling