+144.1%
MRK vs MP
+271.0%
-126.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.1% | +2.3% | -4.4% | -2.1% |
| 30D | +1.2% | -15.3% | +16.5% | +1.2% |
| 3M | +13.5% | -33.5% | +47.0% | +13.6% |
| 6M | +34.0% | -45.5% | +79.5% | +34.2% |
| YTD | +42.7% | -27.3% | +70.0% | +42.7% |
| 1Y | +66.6% | -40.7% | +107.3% | +66.6% |
| 3Y | +59.1% | +145.9% | -86.8% | +56.7% |
| 5Y | +104.1% | -13.9% | +118.0% | +101.5% |
| All | +144.1% | +271.0% | -126.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling