+105.7%
MRK vs PR
+273.3%
-167.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.5% |
| 7D | +0.7% | +6.0% | -5.3% | +0.4% |
| 30D | +0.3% | -4.2% | +4.5% | +0.4% |
| 3M | +9.7% | +10.0% | -0.3% | +9.0% |
| 6M | +32.0% | +15.6% | +16.3% | +30.8% |
| YTD | +43.3% | +68.2% | -24.9% | +39.2% |
| 1Y | +63.7% | +79.2% | -15.5% | +58.5% |
| 3Y | +58.0% | +94.9% | -36.9% | +51.3% |
| All | +105.7% | +273.3% | -167.6% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling