+3,739.1%
MRK vs NOC
+16,477.4%
-12,738.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | +12.7% | -10.4% | +23.1% | +15.6% |
| 3M | +24.2% | -5.6% | +29.8% | +25.7% |
| 6M | +27.8% | -30.4% | +58.2% | +39.3% |
| YTD | +42.2% | -8.5% | +50.7% | +44.3% |
| 1Y | +80.2% | -8.3% | +88.5% | +82.8% |
| 3Y | +48.4% | +28.2% | +20.2% | +36.5% |
| 5Y | +133.6% | +56.7% | +76.9% | +100.6% |
| 10Y | +236.2% | +189.3% | +46.9% | +142.2% |
| All | +3,739.1% | +16,477.4% | -12,738.2% | +1,191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling