+488.3%
MRK vs MOH
+1,358.8%
-870.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.8% |
| 7D | -4.3% | +1.7% | -6.0% | -4.5% |
| 30D | +8.3% | -0.9% | +9.2% | +8.4% |
| 3M | +20.0% | +5.7% | +14.3% | +18.7% |
| 6M | +25.7% | +39.1% | -13.5% | +19.1% |
| YTD | +38.7% | +17.7% | +21.1% | +33.3% |
| 1Y | +74.7% | +8.4% | +66.3% | +69.1% |
| 3Y | +45.4% | -36.6% | +81.9% | +48.1% |
| 5Y | +129.0% | -19.1% | +148.1% | +123.3% |
| 10Y | +228.0% | +262.8% | -34.8% | +148.9% |
| All | +488.3% | +1,358.8% | -870.5% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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