+1,896.7%
MRK vs MDY
+2,644.5%
-747.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.9% |
| 7D | -0.9% | +1.0% | -2.0% | -1.4% |
| 30D | +15.5% | -3.1% | +18.6% | +17.3% |
| 3M | +25.1% | +1.8% | +23.3% | +23.8% |
| 6M | +30.1% | +10.8% | +19.3% | +23.2% |
| YTD | +43.1% | +14.4% | +28.7% | +33.3% |
| 1Y | +82.5% | +15.2% | +67.2% | +69.2% |
| 3Y | +49.3% | +51.2% | -1.9% | +18.5% |
| 5Y | +130.3% | +47.2% | +83.0% | +80.2% |
| 10Y | +234.3% | +171.1% | +63.2% | +79.5% |
| All | +1,896.7% | +2,644.5% | -747.8% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling