+3,746.4%
MRK vs MAS
+1,664.8%
+2,081.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -1.6% |
| 7D | +0.4% | +4.6% | -4.1% | -0.4% |
| 30D | +3.5% | +19.9% | -16.4% | +0.1% |
| 3M | +15.2% | +8.9% | +6.3% | +13.3% |
| 6M | +31.6% | +20.2% | +11.4% | +26.6% |
| YTD | +42.5% | +33.9% | +8.6% | +33.9% |
| 1Y | +79.2% | +34.7% | +44.6% | +68.3% |
| 3Y | +55.8% | +60.4% | -4.6% | +40.3% |
| 5Y | +109.8% | +43.5% | +66.4% | +89.3% |
| 10Y | +255.3% | +226.7% | +28.6% | +170.7% |
| All | +3,746.4% | +1,664.8% | +2,081.6% | +1,768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling