+55.8%
MRK vs MULL
+2,366.2%
-2,310.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.3% | +7.4% | -1.9% |
| 7D | -5.0% | +3.6% | -8.6% | -5.0% |
| 30D | +11.0% | +22.0% | -11.1% | +10.8% |
| 3M | +22.4% | -8.6% | +31.0% | +21.9% |
| 6M | +25.4% | +248.5% | -223.1% | +20.3% |
| YTD | +39.5% | +516.3% | -476.8% | +31.5% |
| 1Y | +78.0% | +2,036.6% | -1,958.7% | +60.8% |
| All | +55.8% | +2,366.2% | -2,310.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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