+236.2%
MRK vs P
+694.3%
-458.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.5% |
| 7D | -2.7% | +5.0% | -7.7% | -2.9% |
| 30D | +12.7% | -0.9% | +13.6% | +12.6% |
| 3M | +24.2% | +38.7% | -14.4% | +22.4% |
| 6M | +27.8% | +54.4% | -26.6% | +25.1% |
| YTD | +42.2% | +44.8% | -2.6% | +39.3% |
| 1Y | +80.2% | +22.5% | +57.7% | +76.9% |
| 3Y | +48.4% | +148.2% | -99.9% | +36.6% |
| 5Y | +133.6% | +268.9% | -135.3% | +104.9% |
| 10Y | +236.2% | +696.9% | -460.6% | +170.0% |
| All | +236.2% | +694.3% | -458.0% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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