+84.8%
MRK vs MPC
+120.1%
-35.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.3% | +5.4% | -4.1% | +1.6% |
| 30D | +17.1% | +31.0% | -13.8% | +18.3% |
| 3M | +25.9% | +46.0% | -20.1% | +27.6% |
| 6M | +26.8% | +77.3% | -50.5% | +29.3% |
| YTD | +44.9% | +141.9% | -97.0% | +45.0% |
| 1Y | +84.8% | +120.9% | -36.1% | +95.3% |
| All | +84.8% | +120.1% | -35.2% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling