+49.0%
MRK vs ON
-28.4%
+77.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.7% | -1.9% | -0.8% | -2.6% |
| 30D | +12.7% | -11.0% | +23.7% | +13.1% |
| 3M | +24.2% | -39.3% | +63.6% | +26.2% |
| 6M | +27.8% | +19.8% | +8.0% | +23.0% |
| YTD | +42.2% | +31.1% | +11.1% | +35.9% |
| 1Y | +80.2% | +46.0% | +34.2% | +70.7% |
| All | +49.0% | -28.4% | +77.4% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling