+481.4%
MRK vs ON
+185.7%
+295.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.8% |
| 7D | +0.7% | +12.2% | -11.5% | -0.2% |
| 30D | +0.3% | -3.1% | +3.4% | +0.3% |
| 3M | +9.7% | -12.9% | +22.5% | +10.3% |
| 6M | +32.0% | -38.6% | +70.5% | +35.0% |
| YTD | +43.3% | +31.2% | +12.0% | +37.9% |
| 1Y | +63.7% | +47.6% | +16.0% | +56.0% |
| 3Y | +58.0% | +6.6% | +51.4% | +51.3% |
| 5Y | +105.0% | +21.3% | +83.7% | +89.3% |
| 10Y | +228.6% | +533.3% | -304.7% | +154.6% |
| All | +481.4% | +185.7% | +295.7% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling