+131.3%
MRK vs PR
+433.6%
-302.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +1.3% | +2.9% | -1.6% | +1.2% |
| 30D | +17.1% | +18.0% | -0.9% | +16.1% |
| 3M | +25.9% | +16.9% | +9.0% | +24.8% |
| 6M | +26.8% | +28.2% | -1.4% | +25.0% |
| YTD | +44.9% | +69.3% | -24.4% | +40.6% |
| 1Y | +84.8% | +69.5% | +15.3% | +79.2% |
| 3Y | +50.1% | +81.7% | -31.6% | +43.7% |
| All | +131.3% | +433.6% | -302.4% | +99.1% |
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 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