+421.9%
MRK vs MSCI
+3,122.5%
-2,700.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +0.3% | +1.5% | -1.2% | 0.0% |
| 30D | +2.2% | +14.4% | -12.2% | -0.6% |
| 3M | +16.4% | +15.2% | +1.2% | +12.9% |
| 6M | +35.3% | +11.2% | +24.1% | +31.6% |
| YTD | +44.2% | +13.9% | +30.3% | +38.8% |
| 1Y | +77.5% | +12.5% | +65.0% | +71.3% |
| 3Y | +59.2% | +32.3% | +26.9% | +45.7% |
| 5Y | +109.6% | +4.9% | +104.7% | +96.5% |
| 10Y | +229.6% | +779.7% | -550.1% | +81.4% |
| All | +421.9% | +3,122.5% | -2,700.6% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling