+129.0%
MRK vs ONON
-22.6%
+151.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | -4.3% | -2.1% | -2.2% | -4.2% |
| 30D | +8.3% | -11.6% | +19.9% | +8.3% |
| 3M | +20.0% | -30.1% | +50.1% | +20.2% |
| 6M | +25.7% | -30.5% | +56.2% | +25.7% |
| YTD | +38.7% | -41.0% | +79.8% | +38.8% |
| 1Y | +74.7% | -36.7% | +111.4% | +74.7% |
| 3Y | +45.4% | -8.6% | +54.0% | +45.6% |
| All | +129.0% | -22.6% | +151.6% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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