+105.7%
MRK vs MP
-13.0%
+118.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.5% |
| 7D | +0.7% | +9.5% | -8.8% | +0.7% |
| 30D | +0.3% | -3.0% | +3.2% | +0.3% |
| 3M | +9.7% | -30.4% | +40.0% | +9.7% |
| 6M | +32.0% | -39.2% | +71.1% | +32.1% |
| YTD | +43.3% | -23.3% | +66.6% | +43.2% |
| 1Y | +63.7% | -32.6% | +96.3% | +63.6% |
| 3Y | +58.0% | +159.3% | -101.3% | +54.5% |
| All | +105.7% | -13.0% | +118.7% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling