+109.6%
MRK vs MPC
+563.2%
-453.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.2% |
| 7D | +0.3% | -9.4% | +9.7% | +0.6% |
| 30D | +2.2% | -14.3% | +16.5% | +2.7% |
| 3M | +16.4% | +31.1% | -14.7% | +14.3% |
| 6M | +35.3% | +60.3% | -24.9% | +31.3% |
| YTD | +44.2% | +142.5% | -98.3% | +35.5% |
| 1Y | +77.5% | +104.6% | -27.1% | +68.7% |
| 3Y | +59.2% | +191.7% | -132.5% | +44.5% |
| 5Y | +109.6% | +549.2% | -439.7% | +71.7% |
| All | +109.6% | +563.2% | -453.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling