+488.0%
MRK vs ON
+199.0%
+289.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +1.3% | +2.4% | -1.1% | +1.2% |
| 30D | +17.1% | -3.3% | +20.4% | +17.3% |
| 3M | +25.9% | -43.6% | +69.5% | +30.2% |
| 6M | +26.8% | +19.0% | +7.9% | +23.5% |
| YTD | +44.9% | +37.4% | +7.6% | +39.4% |
| 1Y | +84.8% | +54.8% | +30.1% | +75.8% |
| 3Y | +50.1% | -25.2% | +75.3% | +47.6% |
| 5Y | +127.4% | +62.7% | +64.7% | +105.6% |
| 10Y | +240.0% | +574.3% | -334.4% | +162.9% |
| All | +488.0% | +199.0% | +289.0% | +288.9% |
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 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