+788.2%
MRK vs PLD
+1,626.8%
-838.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +1.7% | +0.5% | +1.2% | +1.6% |
| 3M | +13.8% | -5.5% | +19.2% | +15.2% |
| 6M | +34.7% | -8.3% | +43.0% | +37.2% |
| YTD | +43.6% | +4.3% | +39.3% | +42.0% |
| 1Y | +75.7% | +7.4% | +68.2% | +72.7% |
| 3Y | +60.0% | +37.1% | +23.0% | +47.1% |
| 5Y | +105.4% | +1.3% | +104.0% | +98.2% |
| 10Y | +224.1% | +267.4% | -43.3% | +132.7% |
| All | +788.2% | +1,626.8% | -838.6% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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