+129.9%
MRK vs NTR
+45.7%
+84.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -4.3% | -1.3% | -3.0% | -4.2% |
| 30D | +8.3% | +16.8% | -8.5% | +7.3% |
| 3M | +20.0% | +20.7% | -0.7% | +18.7% |
| 6M | +25.7% | +0.5% | +25.1% | +25.4% |
| YTD | +38.7% | +29.2% | +9.6% | +36.0% |
| 1Y | +74.7% | +39.6% | +35.1% | +70.2% |
| 3Y | +45.4% | +37.9% | +7.5% | +40.7% |
| All | +129.9% | +45.7% | +84.2% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling