+136.8%
MRK vs ONTO
+658.6%
-521.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.6% |
| 7D | +1.3% | -1.0% | +2.4% | +1.4% |
| 30D | +17.1% | -2.9% | +20.0% | +17.0% |
| 3M | +25.9% | -2.5% | +28.4% | +24.9% |
| 6M | +26.8% | +28.2% | -1.4% | +23.4% |
| YTD | +44.9% | +69.8% | -24.9% | +38.5% |
| 1Y | +84.8% | +162.9% | -78.0% | +71.7% |
| 3Y | +50.1% | +95.9% | -45.8% | +37.2% |
| 5Y | +127.4% | +244.5% | -117.1% | +90.3% |
| All | +136.8% | +658.6% | -521.8% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling