+3,763.3%
MRK vs OMC
+5,896.1%
-2,132.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -0.9% | -5.8% | +4.8% | +0.4% |
| 30D | +15.5% | -4.8% | +20.3% | +16.7% |
| 3M | +25.1% | +9.2% | +15.9% | +22.0% |
| 6M | +30.1% | -2.5% | +32.6% | +30.1% |
| YTD | +43.1% | +2.6% | +40.5% | +40.3% |
| 1Y | +82.5% | +5.9% | +76.5% | +76.8% |
| 3Y | +49.3% | +14.2% | +35.1% | +40.1% |
| 5Y | +130.3% | +33.2% | +97.0% | +102.5% |
| 10Y | +234.3% | +33.4% | +200.9% | +181.5% |
| All | +3,763.3% | +5,896.1% | -2,132.8% | +1,423.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling