+224.4%
MRK vs MDT
+39.8%
+184.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -4.3% | -3.4% | -0.8% | -3.0% |
| 30D | +8.3% | +0.2% | +8.1% | +8.2% |
| 3M | +20.0% | +14.3% | +5.8% | +14.2% |
| 6M | +25.7% | +4.0% | +21.7% | +23.6% |
| YTD | +38.7% | -3.7% | +42.4% | +40.1% |
| 1Y | +74.7% | -0.4% | +75.0% | +74.5% |
| 3Y | +45.4% | +23.3% | +22.0% | +33.5% |
| 5Y | +129.0% | -18.9% | +147.9% | +143.4% |
| All | +224.4% | +39.8% | +184.6% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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