+339.0%
MRK vs P
+504.9%
-166.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -4.9% | +1.2% |
| 7D | +0.3% | -9.6% | +9.9% | +0.5% |
| 30D | +2.2% | -33.4% | +35.6% | +3.4% |
| 3M | +16.4% | +14.2% | +2.2% | +15.3% |
| 6M | +35.3% | +31.6% | +3.7% | +33.0% |
| YTD | +44.2% | +53.5% | -9.2% | +40.4% |
| 1Y | +77.5% | +14.2% | +63.3% | +74.5% |
| 3Y | +59.2% | +190.5% | -131.3% | +45.0% |
| 5Y | +109.6% | +256.3% | -146.8% | +85.3% |
| 10Y | +229.6% | +707.9% | -478.2% | +162.0% |
| All | +339.0% | +504.9% | -166.0% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling