+135.6%
MRK vs NET
+1,449.6%
-1,314.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.3% |
| 7D | +1.3% | -7.0% | +8.3% | +1.4% |
| 30D | +17.1% | -4.8% | +21.9% | +17.2% |
| 3M | +25.9% | +3.8% | +22.1% | +25.8% |
| 6M | +26.8% | +50.0% | -23.2% | +26.2% |
| YTD | +44.9% | +41.5% | +3.4% | +44.3% |
| 1Y | +84.8% | +32.8% | +52.0% | +84.0% |
| 3Y | +50.1% | +335.9% | -285.8% | +45.8% |
| 5Y | +127.4% | +113.8% | +13.6% | +122.5% |
| All | +135.6% | +1,449.6% | -1,314.0% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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