+223.8%
MRK vs MDB
+1,017.4%
-793.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | +1.3% | -17.4% | +18.8% | +1.8% |
| 30D | +17.1% | -2.0% | +19.2% | +17.1% |
| 3M | +25.9% | -3.0% | +28.9% | +25.8% |
| 6M | +26.8% | +48.7% | -21.9% | +24.9% |
| YTD | +44.9% | -12.1% | +57.1% | +44.8% |
| 1Y | +84.8% | +14.5% | +70.3% | +82.6% |
| 3Y | +50.1% | -6.1% | +56.3% | +47.2% |
| 5Y | +127.4% | -27.3% | +154.8% | +122.1% |
| All | +223.8% | +1,017.4% | -793.6% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling