+84.6%
MRK vs PM
+48.8%
+35.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.4% | +3.4% |
| 7D | +6.7% | +4.3% | +2.4% | +5.3% |
| 30D | +7.8% | +11.5% | -3.7% | +4.1% |
| 3M | +18.2% | +13.0% | +5.1% | +13.5% |
| 6M | +34.7% | +25.9% | +8.8% | +24.7% |
| YTD | +45.8% | +34.0% | +11.8% | +32.0% |
| 1Y | +84.6% | +46.9% | +37.7% | +59.0% |
| All | +84.6% | +48.8% | +35.7% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling