+129.9%
MRK vs NYT
+38.8%
+91.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +8.3% | +4.6% | +3.7% | +8.0% |
| 3M | +20.0% | -9.6% | +29.6% | +20.6% |
| 6M | +25.7% | -14.0% | +39.7% | +26.6% |
| YTD | +38.7% | -2.8% | +41.6% | +38.7% |
| 1Y | +74.7% | +15.6% | +59.1% | +72.8% |
| 3Y | +45.4% | +56.3% | -11.0% | +40.9% |
| All | +129.9% | +38.8% | +91.1% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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