+126.7%
MRK vs ONTO
+696.1%
-569.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.7% |
| 7D | -4.3% | +4.9% | -9.2% | -4.5% |
| 30D | +8.3% | -16.6% | +24.9% | +9.1% |
| 3M | +20.0% | -7.3% | +27.4% | +19.6% |
| 6M | +25.7% | +45.9% | -20.3% | +21.5% |
| YTD | +38.7% | +78.2% | -39.4% | +32.3% |
| 1Y | +74.7% | +159.8% | -85.1% | +62.5% |
| 3Y | +45.4% | +123.4% | -78.1% | +31.7% |
| 5Y | +129.0% | +265.8% | -136.8% | +90.9% |
| All | +126.7% | +696.1% | -569.4% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling