+133.6%
MRK vs ONTO
+268.0%
-134.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.6% |
| 7D | -2.7% | +9.4% | -12.1% | -2.7% |
| 30D | +12.7% | -4.4% | +17.1% | +12.7% |
| 3M | +24.2% | +1.6% | +22.6% | +23.8% |
| 6M | +27.8% | +45.3% | -17.4% | +26.5% |
| YTD | +42.2% | +76.4% | -34.1% | +40.3% |
| 1Y | +80.2% | +167.2% | -87.0% | +76.7% |
| 3Y | +48.4% | +116.6% | -68.2% | +45.2% |
| 5Y | +133.6% | +263.7% | -130.1% | +121.9% |
| All | +133.6% | +268.0% | -134.4% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling