+46.1%
MRK vs OMC
+11.1%
+35.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | -5.0% | -6.2% | +1.2% | -4.1% |
| 30D | +11.0% | -7.6% | +18.5% | +12.2% |
| 3M | +22.4% | +7.4% | +15.0% | +20.8% |
| 6M | +25.4% | +0.1% | +25.3% | +25.0% |
| YTD | +39.5% | +0.4% | +39.1% | +38.9% |
| 1Y | +78.0% | +7.8% | +70.2% | +73.7% |
| All | +46.1% | +11.1% | +35.1% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling