+84.8%
MRK vs ON
+56.1%
+28.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +1.3% | +2.4% | -1.1% | +1.4% |
| 30D | +17.1% | -3.3% | +20.4% | +17.1% |
| 3M | +25.9% | -43.6% | +69.5% | +26.6% |
| 6M | +26.8% | +19.0% | +7.9% | +18.2% |
| YTD | +44.9% | +37.4% | +7.6% | +33.7% |
| 1Y | +84.8% | +54.8% | +30.1% | +71.5% |
| All | +84.8% | +56.1% | +28.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling