+3,665.8%
MRK vs MO
+15,284.5%
-11,618.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | +11.0% | +5.8% | +5.2% | +9.1% |
| 3M | +22.4% | -4.5% | +26.9% | +23.7% |
| 6M | +25.4% | +5.7% | +19.7% | +22.7% |
| YTD | +39.5% | +23.1% | +16.4% | +30.4% |
| 1Y | +78.0% | +10.9% | +67.1% | +71.2% |
| 3Y | +45.5% | +96.1% | -50.6% | +17.4% |
| 5Y | +130.3% | +100.1% | +30.2% | +82.5% |
| 10Y | +229.8% | +114.0% | +115.9% | +147.1% |
| All | +3,665.8% | +15,284.5% | -11,618.7% | +534.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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