+130.3%
MRK vs MDT
-19.9%
+150.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.0% | -1.6% | -3.4% | -4.6% |
| 30D | +11.0% | +1.0% | +9.9% | +10.7% |
| 3M | +22.4% | +15.2% | +7.2% | +17.5% |
| 6M | +25.4% | +3.7% | +21.7% | +23.8% |
| YTD | +39.5% | -3.0% | +42.5% | +40.1% |
| 1Y | +78.0% | +2.5% | +75.5% | +76.6% |
| 3Y | +45.5% | +26.5% | +19.1% | +38.2% |
| 5Y | +130.3% | -18.3% | +148.6% | +141.7% |
| All | +130.3% | -19.9% | +150.2% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling