+1,760.1%
MRK vs M
+396.5%
+1,363.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | +1.3% | +4.7% | -3.4% | +0.7% |
| 30D | +17.1% | -9.6% | +26.8% | +18.6% |
| 3M | +25.9% | +0.9% | +25.1% | +25.4% |
| 6M | +26.8% | +22.3% | +4.5% | +22.9% |
| YTD | +44.9% | +6.5% | +38.4% | +42.8% |
| 1Y | +84.8% | +38.8% | +46.1% | +75.5% |
| 3Y | +50.1% | +115.9% | -65.8% | +29.7% |
| 5Y | +127.4% | +28.6% | +98.8% | +99.2% |
| 10Y | +240.0% | -2.5% | +242.5% | +173.3% |
| All | +1,760.1% | +396.5% | +1,363.5% | +755.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling