+3,812.0%
MRK vs MAS
+1,430.5%
+2,381.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.6% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +17.1% | -5.6% | +22.7% | +18.3% |
| 3M | +25.9% | +4.4% | +21.5% | +24.5% |
| 6M | +26.8% | +7.2% | +19.6% | +24.4% |
| YTD | +44.9% | +16.1% | +28.8% | +39.9% |
| 1Y | +84.8% | +0.1% | +84.7% | +83.1% |
| 3Y | +50.1% | +28.3% | +21.8% | +40.7% |
| 5Y | +127.4% | +30.5% | +97.0% | +108.9% |
| 10Y | +240.0% | +139.1% | +100.8% | +173.4% |
| All | +3,812.0% | +1,430.5% | +2,381.5% | +1,851.9% |
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