+105.7%
MRK vs PL
+31.5%
+74.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +0.7% | +10.0% | -9.3% | +0.7% |
| 30D | +0.3% | -2.3% | +2.5% | +0.3% |
| 3M | +9.7% | -44.2% | +53.9% | +9.6% |
| 6M | +32.0% | -66.1% | +98.1% | +31.9% |
| YTD | +43.3% | -30.0% | +73.2% | +43.5% |
| 1Y | +63.7% | +21.0% | +42.6% | +64.0% |
| 3Y | +58.0% | +516.5% | -458.5% | +58.1% |
| All | +105.7% | +31.5% | +74.2% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling