+224.4%
MRK vs ON
+655.4%
-431.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.5% | -9.0% | -1.0% |
| 7D | -4.3% | +2.4% | -6.6% | -4.4% |
| 30D | +8.3% | -8.6% | +16.9% | +8.8% |
| 3M | +20.0% | -34.3% | +54.4% | +22.4% |
| 6M | +25.7% | +28.5% | -2.9% | +21.5% |
| YTD | +38.7% | +40.6% | -1.9% | +33.1% |
| 1Y | +74.7% | +55.3% | +19.4% | +66.1% |
| 3Y | +45.4% | -22.2% | +67.5% | +41.8% |
| 5Y | +129.0% | +62.4% | +66.7% | +104.0% |
| All | +224.4% | +655.4% | -431.0% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling