+138.4%
MRK vs PL
+46.6%
+91.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.5% | -13.1% | +1.4% |
| 7D | +0.3% | +10.9% | -10.6% | +0.3% |
| 30D | +2.2% | -16.4% | +18.5% | +2.2% |
| 3M | +16.4% | -39.9% | +56.3% | +16.3% |
| 6M | +35.3% | -63.2% | +98.5% | +35.2% |
| YTD | +44.2% | -27.1% | +71.4% | +44.4% |
| 1Y | +77.5% | +12.2% | +65.3% | +77.9% |
| 3Y | +59.2% | +584.3% | -525.1% | +59.7% |
| 5Y | +109.6% | +37.0% | +72.6% | +115.4% |
| All | +138.4% | +46.6% | +91.8% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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