+106.8%
MRK vs MOD
+748.9%
-642.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.9% | -0.2% |
| 7D | -1.9% | -25.5% | +23.7% | -1.8% |
| 30D | +2.8% | -49.0% | +51.8% | +3.1% |
| 3M | +15.0% | -49.8% | +64.8% | +15.4% |
| 6M | +30.9% | -64.8% | +95.7% | +31.6% |
| YTD | +42.3% | -27.6% | +69.9% | +42.1% |
| 1Y | +76.1% | -35.2% | +111.3% | +75.8% |
| 3Y | +54.1% | +137.1% | -83.0% | +48.8% |
| All | +106.8% | +748.9% | -642.2% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling