+1,368.6%
MRK vs NTAP
+23,869.3%
-22,500.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.4% |
| 7D | -0.9% | +3.3% | -4.2% | -1.2% |
| 30D | +15.5% | -0.2% | +15.7% | +15.4% |
| 3M | +25.1% | +11.4% | +13.7% | +23.8% |
| 6M | +30.1% | +88.7% | -58.6% | +23.0% |
| YTD | +43.1% | +78.9% | -35.8% | +35.7% |
| 1Y | +82.5% | +58.8% | +23.6% | +74.5% |
| 3Y | +49.3% | +153.5% | -104.2% | +36.3% |
| 5Y | +130.3% | +136.7% | -6.5% | +109.8% |
| 10Y | +234.3% | +590.2% | -355.8% | +174.7% |
| All | +1,368.6% | +23,869.3% | -22,500.6% | +692.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling