+1,742.7%
MRK vs M
+444.9%
+1,297.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +2.3% | +5.0% | -2.7% | +1.6% |
| 30D | +1.7% | +10.6% | -8.9% | +0.3% |
| 3M | +13.8% | +1.6% | +12.2% | +13.3% |
| 6M | +34.7% | +30.8% | +3.8% | +29.4% |
| YTD | +43.6% | +16.9% | +26.7% | +39.5% |
| 1Y | +75.7% | +26.3% | +49.4% | +68.9% |
| 3Y | +60.0% | +158.6% | -98.6% | +35.0% |
| 5Y | +105.4% | +2.1% | +103.3% | +87.5% |
| 10Y | +224.1% | -4.3% | +228.5% | +162.8% |
| All | +1,742.7% | +444.9% | +1,297.8% | +736.2% |
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