+130.3%
MRK vs MSCI
-10.9%
+141.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.5% | -1.0% |
| 7D | -0.9% | -2.1% | +1.1% | -0.8% |
| 30D | +15.5% | -1.7% | +17.2% | +15.6% |
| 3M | +25.1% | -8.2% | +33.3% | +25.6% |
| 6M | +30.1% | -2.4% | +32.5% | +30.0% |
| YTD | +43.1% | -2.8% | +45.9% | +42.8% |
| 1Y | +82.5% | -2.7% | +85.1% | +81.9% |
| 3Y | +49.3% | +7.3% | +42.0% | +46.9% |
| 5Y | +130.3% | -11.4% | +141.7% | +125.5% |
| All | +130.3% | -10.9% | +141.1% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling