+106.8%
MRK vs MP
-5.6%
+112.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.2% |
| 7D | -1.9% | -10.5% | +8.6% | -1.8% |
| 30D | +2.8% | -23.5% | +26.3% | +2.8% |
| 3M | +15.0% | -25.4% | +40.4% | +15.1% |
| 6M | +30.9% | -51.3% | +82.2% | +31.1% |
| YTD | +42.3% | -29.9% | +72.2% | +42.2% |
| 1Y | +76.1% | -31.8% | +107.9% | +75.9% |
| 3Y | +54.1% | +127.0% | -72.9% | +51.1% |
| All | +106.8% | -5.6% | +112.4% | +103.5% |
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