+49.9%
MRK vs MDB
-6.8%
+56.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.2% | -1.3% |
| 7D | -0.9% | -18.0% | +17.1% | -1.0% |
| 30D | +15.5% | -10.7% | +26.2% | +15.4% |
| 3M | +25.1% | +1.0% | +24.1% | +25.3% |
| 6M | +30.1% | +31.6% | -1.5% | +30.3% |
| YTD | +43.1% | -15.2% | +58.3% | +43.5% |
| 1Y | +82.5% | +10.1% | +72.3% | +82.2% |
| All | +49.9% | -6.8% | +56.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling