+277.5%
MRK vs PR
+152.6%
+124.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.2% |
| 7D | -1.9% | -16.4% | +14.5% | -1.6% |
| 30D | +2.8% | -1.9% | +4.7% | +2.8% |
| 3M | +15.0% | +8.0% | +7.0% | +14.8% |
| 6M | +30.9% | +4.1% | +26.8% | +30.8% |
| YTD | +42.3% | +58.7% | -16.4% | +41.2% |
| 1Y | +76.1% | +75.8% | +0.2% | +74.5% |
| 3Y | +54.1% | +73.2% | -19.1% | +52.5% |
| 5Y | +109.5% | +230.1% | -120.6% | +105.5% |
| 10Y | +254.8% | +67.4% | +187.4% | +259.0% |
| All | +277.5% | +152.6% | +124.9% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling