+45.4%
MRK vs NTRS
+168.2%
-122.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -4.3% | +1.4% | -5.6% | -4.4% |
| 30D | +8.3% | -0.7% | +8.9% | +8.3% |
| 3M | +20.0% | +11.3% | +8.7% | +18.5% |
| 6M | +25.7% | +35.5% | -9.9% | +21.0% |
| YTD | +38.7% | +40.6% | -1.9% | +32.6% |
| 1Y | +74.7% | +49.2% | +25.5% | +65.2% |
| 3Y | +45.4% | +167.2% | -121.9% | +25.9% |
| All | +45.4% | +168.2% | -122.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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