+224.4%
MRK vs MTB
+173.8%
+50.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +8.3% | -4.8% | +13.1% | +9.0% |
| 3M | +20.0% | +6.0% | +14.1% | +18.9% |
| 6M | +25.7% | +19.6% | +6.1% | +22.1% |
| YTD | +38.7% | +21.5% | +17.3% | +34.4% |
| 1Y | +74.7% | +24.7% | +50.0% | +68.4% |
| 3Y | +45.4% | +108.6% | -63.2% | +28.0% |
| 5Y | +129.0% | +106.7% | +22.3% | +97.3% |
| All | +224.4% | +173.8% | +50.6% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling