+45.4%
MRK vs NI
+68.9%
-23.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +8.3% | -1.4% | +9.7% | +8.6% |
| 3M | +20.0% | -10.6% | +30.6% | +23.4% |
| 6M | +25.7% | -9.3% | +35.0% | +28.8% |
| YTD | +38.7% | +1.1% | +37.6% | +39.0% |
| 1Y | +74.7% | +3.4% | +71.3% | +74.0% |
| 3Y | +45.4% | +67.9% | -22.5% | +31.3% |
| All | +45.4% | +68.9% | -23.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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