+46.1%
MRK vs NEM
+241.5%
-195.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | -5.0% | -3.3% | -1.7% | -4.8% |
| 30D | +11.0% | +7.8% | +3.1% | +10.5% |
| 3M | +22.4% | +36.3% | -13.9% | +20.7% |
| 6M | +25.4% | +6.6% | +18.8% | +24.9% |
| YTD | +39.5% | +27.1% | +12.3% | +37.6% |
| 1Y | +78.0% | +62.3% | +15.6% | +73.1% |
| All | +46.1% | +241.5% | -195.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling