+58.0%
MRK vs MOD
+201.5%
-143.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +27.9% | -27.3% | +0.6% |
| 7D | +0.7% | +40.4% | -39.7% | +0.8% |
| 30D | +0.3% | -14.0% | +14.3% | +0.3% |
| 3M | +9.7% | -33.3% | +43.0% | +9.7% |
| 6M | +32.0% | -51.4% | +83.4% | +32.0% |
| YTD | +43.3% | +1.6% | +41.7% | +43.2% |
| 1Y | +63.7% | +5.4% | +58.3% | +63.8% |
| 3Y | +58.0% | +191.0% | -133.0% | +51.4% |
| All | +58.0% | +201.5% | -143.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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