+45.4%
MRK vs MDY
+48.5%
-3.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -4.3% | -1.9% | -2.4% | -3.7% |
| 30D | +8.3% | -4.6% | +12.9% | +9.8% |
| 3M | +20.0% | -1.2% | +21.3% | +20.4% |
| 6M | +25.7% | +9.2% | +16.5% | +22.0% |
| YTD | +38.7% | +13.1% | +25.7% | +33.2% |
| 1Y | +74.7% | +13.0% | +61.7% | +67.6% |
| 3Y | +45.4% | +49.2% | -3.9% | +29.2% |
| All | +45.4% | +48.5% | -3.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling