+224.4%
MRK vs NOC
+192.5%
+31.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | +0.8% | -5.0% | -4.4% |
| 30D | +8.3% | -9.7% | +18.0% | +10.9% |
| 3M | +20.0% | -5.6% | +25.7% | +21.5% |
| 6M | +25.7% | -28.6% | +54.2% | +36.3% |
| YTD | +38.7% | -7.9% | +46.6% | +40.5% |
| 1Y | +74.7% | -9.5% | +84.2% | +77.7% |
| 3Y | +45.4% | +28.4% | +17.0% | +32.8% |
| 5Y | +129.0% | +59.0% | +70.1% | +91.9% |
| All | +224.4% | +192.5% | +31.9% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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