+79.2%
MRK vs PSX
+87.0%
-7.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.6% | -2.3% |
| 7D | +0.4% | -9.7% | +10.1% | +0.4% |
| 30D | +3.5% | -8.4% | +12.0% | +3.5% |
| 3M | +15.2% | +22.6% | -7.4% | +14.1% |
| 6M | +31.6% | +38.8% | -7.2% | +29.5% |
| YTD | +42.5% | +95.5% | -53.0% | +29.6% |
| 1Y | +79.2% | +87.1% | -7.9% | +64.6% |
| All | +79.2% | +87.0% | -7.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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