+143.7%
MRK vs MP
+278.3%
-134.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.2% |
| 7D | 0.0% | +11.0% | -11.0% | 0.0% |
| 30D | +3.5% | -11.7% | +15.2% | +3.5% |
| 3M | +11.2% | -30.8% | +42.0% | +11.3% |
| 6M | +32.5% | -42.9% | +75.4% | +32.7% |
| YTD | +42.5% | -25.9% | +68.4% | +42.4% |
| 1Y | +65.4% | -37.3% | +102.7% | +65.4% |
| 3Y | +58.8% | +150.7% | -91.9% | +56.5% |
| 5Y | +103.9% | -19.3% | +123.1% | +101.3% |
| All | +143.7% | +278.3% | -134.6% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling