+341.0%
MRK vs P
+485.4%
-144.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | +1.3% | +6.5% | -5.2% | +1.1% |
| 30D | +17.1% | +18.8% | -1.7% | +16.3% |
| 3M | +25.9% | +26.7% | -0.8% | +24.5% |
| 6M | +26.8% | +62.2% | -35.4% | +23.8% |
| YTD | +44.9% | +48.5% | -3.6% | +41.7% |
| 1Y | +84.8% | +26.4% | +58.4% | +81.2% |
| 3Y | +50.1% | +159.4% | -109.3% | +38.0% |
| 5Y | +127.4% | +275.8% | -148.4% | +100.3% |
| 10Y | +240.0% | +732.0% | -492.1% | +170.5% |
| All | +341.0% | +485.4% | -144.3% | +252.1% |
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