+226.2%
MRK vs MPC
+1,167.6%
-941.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.7% |
| 7D | -5.0% | +1.2% | -6.2% | -5.1% |
| 30D | +11.0% | +17.0% | -6.0% | +8.8% |
| 3M | +22.4% | +49.5% | -27.1% | +16.4% |
| 6M | +25.4% | +83.5% | -58.1% | +15.8% |
| YTD | +39.5% | +144.1% | -104.6% | +24.0% |
| 1Y | +78.0% | +119.6% | -41.6% | +60.0% |
| 3Y | +45.5% | +168.1% | -122.5% | +25.4% |
| 5Y | +130.3% | +671.3% | -541.1% | +66.6% |
| All | +226.2% | +1,167.6% | -941.5% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling