+250.4%
MRK vs NTR
+98.7%
+151.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -1.6% |
| 7D | -5.0% | -2.5% | -2.5% | -4.7% |
| 30D | +11.0% | +17.0% | -6.1% | +8.5% |
| 3M | +22.4% | +22.2% | +0.2% | +18.8% |
| 6M | +25.4% | +5.2% | +20.2% | +23.9% |
| YTD | +39.5% | +29.7% | +9.8% | +33.3% |
| 1Y | +78.0% | +39.4% | +38.6% | +67.8% |
| 3Y | +45.5% | +38.2% | +7.4% | +36.0% |
| 5Y | +130.3% | +47.6% | +82.7% | +99.6% |
| All | +250.4% | +98.7% | +151.7% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling