+130.3%
MRK vs ON
+51.2%
+79.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -5.0% | -4.7% | -0.3% | -4.9% |
| 30D | +11.0% | -13.5% | +24.4% | +11.3% |
| 3M | +22.4% | -36.3% | +58.7% | +23.4% |
| 6M | +25.4% | +17.8% | +7.6% | +22.7% |
| YTD | +39.5% | +29.6% | +9.9% | +35.9% |
| 1Y | +78.0% | +45.8% | +32.2% | +72.5% |
| 3Y | +45.5% | -28.3% | +73.9% | +40.6% |
| 5Y | +130.3% | +49.6% | +80.6% | +110.1% |
| All | +130.3% | +51.2% | +79.0% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling