+84.8%
MRK vs PM
+16.6%
+68.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.7% |
| 7D | +1.3% | -4.9% | +6.2% | +2.8% |
| 30D | +17.1% | -3.4% | +20.5% | +18.3% |
| 3M | +25.9% | +5.2% | +20.7% | +23.9% |
| 6M | +26.8% | +3.7% | +23.1% | +25.2% |
| YTD | +44.9% | +15.8% | +29.1% | +39.9% |
| 1Y | +84.8% | +17.4% | +67.5% | +75.1% |
| All | +84.8% | +16.6% | +68.2% | +75.1% |
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