+49.3%
MRK vs P
+159.9%
-110.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.2% |
| 7D | -0.9% | +7.8% | -8.8% | -0.7% |
| 30D | +15.5% | +12.3% | +3.1% | +15.8% |
| 3M | +25.1% | +37.1% | -12.0% | +26.3% |
| 6M | +30.1% | +66.1% | -36.0% | +31.8% |
| YTD | +43.1% | +50.9% | -7.8% | +44.9% |
| 1Y | +82.5% | +27.2% | +55.2% | +84.1% |
| 3Y | +49.3% | +158.7% | -109.4% | +51.5% |
| All | +49.3% | +159.9% | -110.6% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling