+93.5%
MRK vs NET
+36.7%
+56.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +3.9% |
| 7D | +6.7% | -16.4% | +23.1% | +6.5% |
| 30D | +7.8% | -25.8% | +33.6% | +7.4% |
| 3M | +18.2% | -11.5% | +29.7% | +18.0% |
| 6M | +34.7% | +18.9% | +15.8% | +35.0% |
| YTD | +45.8% | +35.2% | +10.6% | +46.5% |
| 1Y | +84.6% | +14.5% | +70.1% | +85.2% |
| 3Y | +59.4% | +313.8% | -254.4% | +60.8% |
| 5Y | +93.5% | +32.6% | +60.9% | +96.8% |
| All | +93.5% | +36.7% | +56.8% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling