+105.7%
MRK vs O
+7.0%
+98.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +0.3% | +7.1% | -6.9% | -2.0% |
| 3M | +9.7% | -5.2% | +14.9% | +11.6% |
| 6M | +32.0% | -1.8% | +33.7% | +32.8% |
| YTD | +43.3% | +9.1% | +34.2% | +39.7% |
| 1Y | +63.7% | +9.7% | +54.0% | +59.3% |
| 3Y | +58.0% | +39.1% | +18.9% | +44.6% |
| All | +105.7% | +7.0% | +98.7% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling