+145.5%
MRK vs MP
+268.3%
-122.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.9% |
| 7D | +2.3% | -3.6% | +6.0% | +2.3% |
| 30D | +1.7% | -21.0% | +22.7% | +1.7% |
| 3M | +13.8% | -33.3% | +47.0% | +13.9% |
| 6M | +34.7% | -45.9% | +80.6% | +34.9% |
| YTD | +43.6% | -27.8% | +71.4% | +43.5% |
| 1Y | +75.7% | -43.2% | +118.9% | +75.7% |
| 3Y | +60.0% | +144.0% | -84.0% | +57.7% |
| 5Y | +105.4% | -6.1% | +111.5% | +102.7% |
| All | +145.5% | +268.3% | -122.8% | +137.0% |
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