+606.5%
MRK vs PM
+837.3%
-230.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | +0.3% | -3.2% | +3.5% | +1.5% |
| 3M | +9.7% | +6.2% | +3.4% | +6.7% |
| 6M | +32.0% | +7.7% | +24.3% | +27.4% |
| YTD | +43.3% | +27.3% | +16.0% | +28.4% |
| 1Y | +63.7% | +32.8% | +30.9% | +44.1% |
| 3Y | +58.0% | +150.0% | -92.0% | +2.4% |
| 5Y | +105.0% | +164.2% | -59.3% | +27.2% |
| 10Y | +228.6% | +265.7% | -37.1% | +62.0% |
| All | +606.5% | +837.3% | -230.8% | +76.3% |
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 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