+642.9%
MRK vs MPC
+2,977.1%
-2,334.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +5.4% | -4.1% | +0.6% |
| 30D | +17.1% | +31.0% | -13.8% | +12.8% |
| 3M | +25.9% | +46.0% | -20.1% | +19.3% |
| 6M | +26.8% | +77.3% | -50.5% | +16.5% |
| YTD | +44.9% | +141.9% | -97.0% | +27.1% |
| 1Y | +84.8% | +120.9% | -36.1% | +63.9% |
| 3Y | +50.1% | +182.7% | -132.6% | +26.2% |
| 5Y | +127.4% | +646.4% | -519.0% | +61.1% |
| 10Y | +240.0% | +1,138.7% | -898.8% | +102.2% |
| All | +642.9% | +2,977.1% | -2,334.2% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling