+230.8%
MRK vs NDAQ
+471.8%
-241.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +0.3% | +18.0% | -17.7% | -4.0% |
| 3M | +9.7% | +11.5% | -1.9% | +6.4% |
| 6M | +32.0% | +21.1% | +10.9% | +24.8% |
| YTD | +43.3% | +12.8% | +30.5% | +37.4% |
| 1Y | +63.7% | +25.7% | +38.0% | +51.9% |
| 3Y | +58.0% | +116.8% | -58.8% | +21.6% |
| 5Y | +105.0% | +67.3% | +37.7% | +69.2% |
| All | +230.8% | +471.8% | -241.0% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling