+78.0%
MRK vs PM
+19.3%
+58.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.5% |
| 7D | -5.0% | +1.9% | -6.9% | -5.5% |
| 30D | +11.0% | +1.9% | +9.1% | +10.3% |
| 3M | +22.4% | +4.6% | +17.8% | +20.4% |
| 6M | +25.4% | +11.7% | +13.7% | +21.3% |
| YTD | +39.5% | +20.4% | +19.1% | +33.1% |
| 1Y | +78.0% | +19.0% | +59.0% | +66.1% |
| All | +78.0% | +19.3% | +58.6% | +66.1% |
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