+82.5%
MRK vs PR
+74.4%
+8.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.3% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | +15.5% | +17.4% | -1.9% | +14.5% |
| 3M | +25.1% | +21.8% | +3.4% | +23.7% |
| 6M | +30.1% | +27.6% | +2.5% | +27.9% |
| YTD | +43.1% | +71.4% | -28.3% | +36.6% |
| 1Y | +82.5% | +78.3% | +4.1% | +72.1% |
| All | +82.5% | +74.4% | +8.0% | +72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling