+74.7%
MRK vs MTB
+24.6%
+50.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.3% |
| 3M | +20.0% | +6.0% | +14.1% | +17.5% |
| 6M | +25.7% | +19.6% | +6.1% | +19.7% |
| YTD | +38.7% | +21.5% | +17.3% | +30.4% |
| 1Y | +74.7% | +24.7% | +50.0% | +59.3% |
| All | +74.7% | +24.6% | +50.1% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling