+3,665.8%
MRK vs NI
+5,096.4%
-1,430.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | +11.0% | -1.4% | +12.4% | +11.4% |
| 3M | +22.4% | -10.6% | +33.0% | +26.8% |
| 6M | +25.4% | -9.9% | +35.3% | +29.6% |
| YTD | +39.5% | +1.2% | +38.3% | +38.6% |
| 1Y | +78.0% | +4.4% | +73.6% | +74.7% |
| 3Y | +45.5% | +68.6% | -23.1% | +20.3% |
| 5Y | +130.3% | +98.0% | +32.3% | +77.8% |
| 10Y | +229.8% | +143.6% | +86.2% | +128.3% |
| All | +3,665.8% | +5,096.4% | -1,430.7% | +848.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling