+45.4%
MRK vs MKC
-31.4%
+76.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | +8.3% | -3.1% | +11.4% | +9.2% |
| 3M | +20.0% | +5.2% | +14.9% | +18.1% |
| 6M | +25.7% | -12.8% | +38.5% | +29.8% |
| YTD | +38.7% | -23.3% | +62.0% | +48.4% |
| 1Y | +74.7% | -24.1% | +98.8% | +87.0% |
| 3Y | +45.4% | -32.1% | +77.5% | +55.7% |
| All | +45.4% | -31.4% | +76.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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