+3,645.5%
MRK vs OXY
+1,404.6%
+2,240.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -4.3% | +2.8% | -7.1% | -4.7% |
| 30D | +8.3% | +5.5% | +2.8% | +7.3% |
| 3M | +20.0% | +11.3% | +8.7% | +17.7% |
| 6M | +25.7% | +11.6% | +14.1% | +22.5% |
| YTD | +38.7% | +51.6% | -12.8% | +28.2% |
| 1Y | +74.7% | +36.2% | +38.5% | +64.0% |
| 3Y | +45.4% | +1.7% | +43.6% | +41.4% |
| 5Y | +129.0% | +164.5% | -35.4% | +80.9% |
| 10Y | +228.0% | +6.1% | +222.0% | +167.8% |
| All | +3,645.5% | +1,404.6% | +2,240.9% | +1,697.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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