+699.3%
MRK vs NDAQ
+2,327.9%
-1,628.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.0% |
| 7D | +1.3% | -2.4% | +3.8% | +1.8% |
| 30D | +17.1% | +2.5% | +14.7% | +16.6% |
| 3M | +25.9% | +9.9% | +16.0% | +23.6% |
| 6M | +26.8% | +9.4% | +17.4% | +24.4% |
| YTD | +44.9% | +0.4% | +44.5% | +43.8% |
| 1Y | +84.8% | +4.0% | +80.8% | +82.1% |
| 3Y | +50.1% | +94.4% | -44.3% | +31.5% |
| 5Y | +127.4% | +56.7% | +70.7% | +104.6% |
| 10Y | +240.0% | +375.3% | -135.3% | +151.2% |
| All | +699.3% | +2,327.9% | -1,628.6% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling