+82.5%
MRK vs MPC
+124.8%
-42.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.1% |
| 7D | -0.9% | +3.9% | -4.8% | -0.7% |
| 30D | +15.5% | +33.8% | -18.3% | +16.7% |
| 3M | +25.1% | +49.9% | -24.7% | +27.0% |
| 6M | +30.1% | +80.9% | -50.8% | +32.8% |
| YTD | +43.1% | +147.4% | -104.3% | +43.3% |
| 1Y | +82.5% | +123.2% | -40.7% | +90.9% |
| All | +82.5% | +124.8% | -42.3% | +90.9% |
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