+603.8%
MRK vs PM
+825.0%
-221.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.1% | -7.1% | +5.0% | +0.8% |
| 30D | +1.2% | -2.8% | +4.0% | +2.3% |
| 3M | +13.5% | +6.3% | +7.2% | +10.5% |
| 6M | +34.0% | +9.6% | +24.4% | +28.4% |
| YTD | +42.7% | +25.6% | +17.1% | +28.6% |
| 1Y | +66.6% | +29.7% | +36.9% | +48.1% |
| 3Y | +59.1% | +147.6% | -88.5% | +3.5% |
| 5Y | +104.1% | +160.1% | -56.0% | +27.5% |
| 10Y | +227.3% | +260.9% | -33.6% | +62.2% |
| All | +603.8% | +825.0% | -221.3% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling