+3,763.3%
MRK vs MDT
+7,800.3%
-4,036.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +15.5% | +6.0% | +9.5% | +13.1% |
| 3M | +25.1% | +15.5% | +9.6% | +18.7% |
| 6M | +30.1% | +3.4% | +26.7% | +28.2% |
| YTD | +43.1% | -2.2% | +45.3% | +43.7% |
| 1Y | +82.5% | +2.6% | +79.9% | +80.3% |
| 3Y | +49.3% | +27.5% | +21.8% | +35.3% |
| 5Y | +130.3% | -20.1% | +150.3% | +141.5% |
| 10Y | +234.3% | +39.1% | +195.3% | +180.2% |
| All | +3,763.3% | +7,800.3% | -4,036.9% | +646.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling