+84.6%
MRK vs MDY
+17.5%
+67.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.7% |
| 7D | +6.7% | +1.7% | +5.0% | +6.1% |
| 30D | +7.8% | +1.2% | +6.6% | +7.3% |
| 3M | +18.2% | -3.5% | +21.6% | +19.7% |
| 6M | +34.7% | +3.5% | +31.1% | +32.3% |
| YTD | +45.8% | +13.6% | +32.2% | +34.7% |
| 1Y | +84.6% | +17.1% | +67.5% | +66.9% |
| All | +84.6% | +17.5% | +67.1% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling