+224.4%
MRK vs NRG
+1,083.9%
-859.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -4.3% | -4.7% | +0.4% | -3.8% |
| 30D | +8.3% | -6.0% | +14.3% | +9.0% |
| 3M | +20.0% | -8.0% | +28.0% | +20.6% |
| 6M | +25.7% | -23.2% | +48.8% | +28.4% |
| YTD | +38.7% | -28.1% | +66.8% | +42.5% |
| 1Y | +74.7% | -27.3% | +101.9% | +78.5% |
| 3Y | +45.4% | +208.7% | -163.3% | +16.7% |
| 5Y | +129.0% | +197.7% | -68.6% | +82.0% |
| All | +224.4% | +1,083.9% | -859.5% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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