+3,645.5%
MRK vs NYT
+758.3%
+2,887.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | +20.0% | -9.6% | +29.6% | +21.7% |
| 6M | +25.7% | -14.0% | +39.7% | +28.3% |
| YTD | +38.7% | -2.8% | +41.6% | +38.5% |
| 1Y | +74.7% | +15.6% | +59.1% | +69.1% |
| 3Y | +45.4% | +56.3% | -11.0% | +32.0% |
| 5Y | +129.0% | +39.5% | +89.5% | +107.7% |
| 10Y | +228.0% | +488.0% | -260.0% | +118.4% |
| All | +3,645.5% | +758.3% | +2,887.1% | +1,777.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling