+45.4%
MRK vs NTAP
+165.5%
-120.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.5% | -9.1% | -0.6% |
| 7D | -4.3% | +7.4% | -11.6% | -4.3% |
| 30D | +8.3% | -1.4% | +9.7% | +8.3% |
| 3M | +20.0% | +24.6% | -4.5% | +19.2% |
| 6M | +25.7% | +105.9% | -80.2% | +21.1% |
| YTD | +38.7% | +88.5% | -49.8% | +34.2% |
| 1Y | +74.7% | +62.1% | +12.6% | +70.2% |
| 3Y | +45.4% | +169.1% | -123.7% | +38.4% |
| All | +45.4% | +165.5% | -120.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling