+224.4%
MRK vs O
+54.0%
+170.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.3% | -2.9% | -1.4% | -3.5% |
| 30D | +8.3% | -4.5% | +12.8% | +9.7% |
| 3M | +20.0% | -2.6% | +22.7% | +21.0% |
| 6M | +25.7% | -5.6% | +31.3% | +27.6% |
| YTD | +38.7% | +9.3% | +29.5% | +35.7% |
| 1Y | +74.7% | +4.3% | +70.4% | +72.8% |
| 3Y | +45.4% | +27.4% | +17.9% | +36.2% |
| 5Y | +129.0% | +17.1% | +112.0% | +117.3% |
| All | +224.4% | +54.0% | +170.4% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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