+133.6%
MRK vs MDB
-24.3%
+157.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.7% | -4.5% | +1.8% | -2.7% |
| 30D | +12.7% | -14.0% | +26.7% | +12.6% |
| 3M | +24.2% | +5.3% | +18.9% | +24.4% |
| 6M | +27.8% | +31.9% | -4.1% | +28.2% |
| YTD | +42.2% | -14.6% | +56.8% | +42.4% |
| 1Y | +80.2% | +8.2% | +72.0% | +80.5% |
| 3Y | +48.4% | -5.0% | +53.4% | +48.0% |
| 5Y | +133.6% | -24.5% | +158.1% | +133.4% |
| All | +133.6% | -24.3% | +157.9% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling