+49.3%
MRK vs M
+120.4%
-71.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -0.9% | +2.4% | -3.3% | -1.1% |
| 30D | +15.5% | -11.6% | +27.1% | +16.2% |
| 3M | +25.1% | +1.6% | +23.5% | +24.8% |
| 6M | +30.1% | +25.2% | +4.9% | +28.1% |
| YTD | +43.1% | +3.8% | +39.4% | +42.3% |
| 1Y | +82.5% | +36.3% | +46.1% | +78.9% |
| 3Y | +49.3% | +116.3% | -67.0% | +40.8% |
| All | +49.3% | +120.4% | -71.1% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling