+229.0%
MRK vs PR
+83.7%
+145.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | 0.0% | +6.7% | -6.7% | -0.1% |
| 30D | +3.5% | -6.1% | +9.6% | +3.6% |
| 3M | +11.2% | +6.9% | +4.4% | +11.1% |
| 6M | +32.5% | +14.6% | +17.9% | +32.2% |
| YTD | +42.5% | +66.1% | -23.7% | +41.3% |
| 1Y | +65.4% | +77.0% | -11.6% | +63.9% |
| 3Y | +58.8% | +93.8% | -35.0% | +56.9% |
| 5Y | +103.9% | +268.2% | -164.4% | +99.8% |
| All | +229.0% | +83.7% | +145.2% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling