+3,763.3%
MRK vs NSC
+5,718.1%
-1,954.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | +15.5% | -1.9% | +17.4% | +16.0% |
| 3M | +25.1% | +6.2% | +18.9% | +23.2% |
| 6M | +30.1% | +9.2% | +20.9% | +27.1% |
| YTD | +43.1% | +15.0% | +28.1% | +37.9% |
| 1Y | +82.5% | +21.1% | +61.4% | +73.5% |
| 3Y | +49.3% | +78.6% | -29.3% | +26.9% |
| 5Y | +130.3% | +45.9% | +84.4% | +102.5% |
| 10Y | +234.3% | +326.9% | -92.5% | +115.4% |
| All | +3,763.3% | +5,718.1% | -1,954.7% | +858.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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