+211.0%
MRK vs MGY
+209.8%
+1.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -5.0% | +1.8% | -6.8% | -5.1% |
| 30D | +11.0% | +6.5% | +4.5% | +10.4% |
| 3M | +22.4% | +0.3% | +22.1% | +22.2% |
| 6M | +25.4% | -2.4% | +27.8% | +25.3% |
| YTD | +39.5% | +29.0% | +10.5% | +36.4% |
| 1Y | +78.0% | +17.0% | +60.9% | +75.1% |
| 3Y | +45.5% | +26.2% | +19.4% | +41.4% |
| 5Y | +130.3% | +92.3% | +37.9% | +112.8% |
| All | +211.0% | +209.8% | +1.2% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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