+220.1%
MRK vs MDB
+912.7%
-692.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +0.7% | +6.8% | -6.1% | +0.5% |
| 30D | +0.3% | -6.2% | +6.5% | +0.4% |
| 3M | +9.7% | -29.2% | +38.9% | +10.5% |
| 6M | +32.0% | +10.3% | +21.7% | +31.0% |
| YTD | +43.3% | -20.4% | +63.6% | +43.3% |
| 1Y | +63.7% | -4.8% | +68.5% | +62.5% |
| 3Y | +58.0% | -11.6% | +69.6% | +55.0% |
| 5Y | +105.0% | -41.0% | +146.0% | +102.7% |
| All | +220.1% | +912.7% | -692.6% | +133.0% |
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