+134.7%
MRK vs ONON
-24.2%
+158.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -2.7% | -3.5% | +0.7% | -2.7% |
| 30D | +12.7% | -30.8% | +43.5% | +12.8% |
| 3M | +24.2% | -29.8% | +54.1% | +24.4% |
| 6M | +27.8% | -34.8% | +62.6% | +27.9% |
| YTD | +42.2% | -42.3% | +84.5% | +42.3% |
| 1Y | +80.2% | -39.5% | +119.7% | +80.3% |
| 3Y | +48.4% | -9.3% | +57.7% | +48.6% |
| All | +134.7% | -24.2% | +158.9% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling