+224.4%
MRK vs NDAQ
+368.2%
-143.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -4.3% | -5.6% | +1.3% | -2.8% |
| 30D | +8.3% | -4.4% | +12.6% | +9.5% |
| 3M | +20.0% | +5.9% | +14.2% | +17.8% |
| 6M | +25.7% | +7.7% | +17.9% | +22.4% |
| YTD | +38.7% | -5.2% | +43.9% | +39.4% |
| 1Y | +74.7% | -3.4% | +78.0% | +74.3% |
| 3Y | +45.4% | +85.6% | -40.3% | +16.0% |
| 5Y | +129.0% | +49.5% | +79.5% | +92.3% |
| All | +224.4% | +368.2% | -143.8% | +72.4% |
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 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