+2,458.9%
MRK vs O
+5,387.7%
-2,928.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +1.3% | -0.7% | +2.1% | +1.5% |
| 30D | +17.1% | -1.9% | +19.0% | +17.8% |
| 3M | +25.9% | +3.8% | +22.1% | +24.7% |
| 6M | +26.8% | -4.7% | +31.6% | +28.4% |
| YTD | +44.9% | +12.5% | +32.4% | +40.6% |
| 1Y | +84.8% | +10.8% | +74.0% | +79.9% |
| 3Y | +50.1% | +28.8% | +21.3% | +39.9% |
| 5Y | +127.4% | +13.2% | +114.2% | +117.2% |
| 10Y | +240.0% | +53.5% | +186.5% | +186.9% |
| All | +2,458.9% | +5,387.7% | -2,928.8% | +916.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling