+133.6%
MRK vs PM
+127.1%
+6.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | +12.7% | -0.2% | +12.8% | +12.7% |
| 3M | +24.2% | +4.9% | +19.3% | +22.8% |
| 6M | +27.8% | +9.0% | +18.8% | +25.0% |
| YTD | +42.2% | +17.8% | +24.4% | +36.9% |
| 1Y | +80.2% | +16.8% | +63.4% | +73.5% |
| 3Y | +48.4% | +125.4% | -77.1% | +18.5% |
| 5Y | +133.6% | +128.7% | +4.9% | +86.3% |
| All | +133.6% | +127.1% | +6.4% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling