+46.1%
MRK vs PSX
+132.2%
-86.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -5.0% | +1.5% | -6.5% | -5.1% |
| 30D | +11.0% | +15.8% | -4.9% | +9.8% |
| 3M | +22.4% | +43.0% | -20.6% | +19.1% |
| 6M | +25.4% | +61.1% | -35.7% | +20.6% |
| YTD | +39.5% | +104.5% | -65.0% | +30.9% |
| 1Y | +78.0% | +102.5% | -24.6% | +67.0% |
| All | +46.1% | +132.2% | -86.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling