+78.0%
MRK vs MSCI
-2.9%
+80.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -2.0% |
| 7D | -5.0% | -4.7% | -0.3% | -5.3% |
| 30D | +11.0% | -2.2% | +13.1% | +10.8% |
| 3M | +22.4% | -9.7% | +32.1% | +21.9% |
| 6M | +25.4% | +0.3% | +25.1% | +25.7% |
| YTD | +39.5% | -3.5% | +43.0% | +39.3% |
| 1Y | +78.0% | -1.4% | +79.3% | +77.7% |
| All | +78.0% | -2.9% | +80.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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