+224.4%
MRK vs NTRA
+3,199.2%
-2,974.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +8.3% | +4.1% | +4.2% | +8.0% |
| 3M | +20.0% | +50.0% | -30.0% | +16.9% |
| 6M | +25.7% | +67.3% | -41.6% | +21.3% |
| YTD | +38.7% | +43.6% | -4.8% | +35.0% |
| 1Y | +74.7% | +89.2% | -14.6% | +67.0% |
| 3Y | +45.4% | +502.5% | -457.2% | +28.6% |
| 5Y | +129.0% | +173.8% | -44.7% | +109.2% |
| All | +224.4% | +3,199.2% | -2,974.8% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling