+106.8%
MRK vs MAS
+39.2%
+67.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -1.9% | +2.0% | -3.8% | -2.2% |
| 30D | +2.8% | +19.4% | -16.6% | -0.1% |
| 3M | +15.0% | +9.4% | +5.6% | +13.3% |
| 6M | +30.9% | +15.3% | +15.6% | +27.6% |
| YTD | +42.3% | +31.3% | +11.0% | +35.3% |
| 1Y | +76.1% | +34.9% | +41.2% | +66.8% |
| 3Y | +54.1% | +58.6% | -4.5% | +43.9% |
| All | +106.8% | +39.2% | +67.6% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling