+84.6%
MRK vs NDAQ
+28.8%
+55.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +4.0% |
| 7D | +6.7% | +3.9% | +2.8% | +6.9% |
| 30D | +7.8% | +19.0% | -11.2% | +8.7% |
| 3M | +18.2% | +17.6% | +0.6% | +19.1% |
| 6M | +34.7% | +21.0% | +13.7% | +36.5% |
| YTD | +45.8% | +14.1% | +31.7% | +49.2% |
| 1Y | +84.6% | +29.4% | +55.1% | +82.4% |
| All | +84.6% | +28.8% | +55.7% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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