+129.9%
MRK vs MKSI
+84.1%
+45.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -4.3% | +2.7% | -6.9% | -4.3% |
| 30D | +8.3% | -12.8% | +21.1% | +8.6% |
| 3M | +20.0% | -22.5% | +42.6% | +20.5% |
| 6M | +25.7% | +19.4% | +6.3% | +23.6% |
| YTD | +38.7% | +67.7% | -29.0% | +34.4% |
| 1Y | +74.7% | +131.4% | -56.7% | +66.8% |
| 3Y | +45.4% | +197.3% | -152.0% | +36.1% |
| All | +129.9% | +84.1% | +45.8% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling