+130.3%
MRK vs NOC
+57.3%
+73.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | +11.0% | -9.4% | +20.4% | +12.7% |
| 3M | +22.4% | -3.8% | +26.2% | +22.9% |
| 6M | +25.4% | -28.8% | +54.2% | +31.9% |
| YTD | +39.5% | -7.9% | +47.4% | +40.7% |
| 1Y | +78.0% | -9.0% | +87.0% | +79.8% |
| 3Y | +45.5% | +29.1% | +16.5% | +39.3% |
| 5Y | +130.3% | +58.9% | +71.3% | +133.2% |
| All | +130.3% | +57.3% | +73.0% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling