+224.4%
MRK vs OMC
+34.2%
+190.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -4.3% | -4.4% | +0.1% | -3.5% |
| 30D | +8.3% | -7.6% | +15.9% | +9.8% |
| 3M | +20.0% | +4.5% | +15.5% | +18.7% |
| 6M | +25.7% | -0.3% | +25.9% | +25.2% |
| YTD | +38.7% | -0.1% | +38.9% | +37.5% |
| 1Y | +74.7% | +4.6% | +70.0% | +71.1% |
| 3Y | +45.4% | +10.5% | +34.9% | +39.2% |
| 5Y | +129.0% | +31.7% | +97.3% | +106.1% |
| All | +224.4% | +34.2% | +190.2% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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