+133.6%
MRK vs NDAQ
+52.5%
+81.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.6% |
| 30D | +12.7% | -1.5% | +14.2% | +12.8% |
| 3M | +24.2% | +8.0% | +16.2% | +23.2% |
| 6M | +27.8% | +7.7% | +20.1% | +26.7% |
| YTD | +42.2% | -2.3% | +44.6% | +42.6% |
| 1Y | +80.2% | +0.6% | +79.6% | +79.9% |
| 3Y | +48.4% | +90.9% | -42.5% | +35.1% |
| 5Y | +133.6% | +52.5% | +81.1% | +111.8% |
| All | +133.6% | +52.5% | +81.1% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling