+147.8%
MRK vs MP
+450.8%
-303.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | +1.3% | -2.9% | +4.2% | +1.3% |
| 30D | +17.1% | +13.8% | +3.3% | +17.2% |
| 3M | +25.9% | -16.7% | +42.6% | +26.0% |
| 6M | +26.8% | -11.5% | +38.3% | +26.8% |
| YTD | +44.9% | +7.9% | +37.0% | +44.8% |
| 1Y | +84.8% | -15.0% | +99.9% | +84.6% |
| 3Y | +50.1% | +153.5% | -103.4% | +48.0% |
| 5Y | +127.4% | +58.7% | +68.8% | +124.2% |
| All | +147.8% | +450.8% | -303.0% | +139.1% |
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