+54.3%
MRK vs MAS
+61.2%
-6.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -1.5% |
| 7D | +0.4% | +4.6% | -4.1% | -0.5% |
| 30D | +3.5% | +19.9% | -16.4% | -0.4% |
| 3M | +15.2% | +8.9% | +6.3% | +13.0% |
| 6M | +31.6% | +20.2% | +11.4% | +25.8% |
| YTD | +42.5% | +33.9% | +8.6% | +31.8% |
| 1Y | +79.2% | +34.7% | +44.6% | +65.5% |
| All | +54.3% | +61.2% | -6.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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