+49.0%
MRK vs NXT
+89.5%
-40.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.7% | -20.0% | +32.6% | +13.5% |
| 3M | +24.2% | -30.9% | +55.2% | +25.5% |
| 6M | +27.8% | -23.8% | +51.6% | +28.4% |
| YTD | +42.2% | -5.4% | +47.7% | +41.6% |
| 1Y | +80.2% | +28.0% | +52.2% | +77.0% |
| All | +49.0% | +89.5% | -40.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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