+46.1%
MRK vs O
+26.9%
+19.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -5.0% | -3.5% | -1.5% | -3.6% |
| 30D | +11.0% | -3.3% | +14.3% | +12.5% |
| 3M | +22.4% | -2.8% | +25.2% | +23.9% |
| 6M | +25.4% | -5.8% | +31.2% | +28.3% |
| YTD | +39.5% | +9.4% | +30.1% | +35.2% |
| 1Y | +78.0% | +5.7% | +72.3% | +74.5% |
| All | +46.1% | +26.9% | +19.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling