+211.7%
MRK vs MDB
+1,032.9%
-821.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.0% |
| 7D | -5.0% | -2.8% | -2.3% | -4.9% |
| 30D | +11.0% | -14.9% | +25.8% | +11.4% |
| 3M | +22.4% | +7.3% | +15.0% | +22.0% |
| 6M | +25.4% | +38.2% | -12.8% | +23.8% |
| YTD | +39.5% | -10.9% | +50.4% | +39.3% |
| 1Y | +78.0% | +11.6% | +66.3% | +76.0% |
| 3Y | +45.5% | -0.9% | +46.5% | +42.4% |
| 5Y | +130.3% | -23.5% | +153.8% | +124.0% |
| All | +211.7% | +1,032.9% | -821.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling