+229.0%
MRK vs PLUG
-16.2%
+245.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.8% | +8.7% | 0.0% |
| 7D | 0.0% | -8.1% | +8.2% | +0.2% |
| 30D | +3.5% | -20.5% | +24.0% | +3.9% |
| 3M | +11.2% | -45.9% | +57.1% | +12.5% |
| 6M | +32.5% | -65.2% | +97.7% | +35.1% |
| YTD | +42.5% | -37.1% | +79.5% | +43.1% |
| 1Y | +65.4% | -54.6% | +120.0% | +67.1% |
| 3Y | +58.8% | -64.9% | +123.7% | +57.6% |
| 5Y | +103.9% | -97.1% | +201.0% | +110.9% |
| All | +229.0% | -16.2% | +245.2% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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