+129.9%
MRK vs PSX
+362.1%
-232.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | +1.7% | -6.0% | -4.4% |
| 30D | +8.3% | +15.6% | -7.4% | +7.1% |
| 3M | +20.0% | +46.5% | -26.4% | +16.5% |
| 6M | +25.7% | +55.0% | -29.3% | +21.2% |
| YTD | +38.7% | +105.3% | -66.5% | +30.3% |
| 1Y | +74.7% | +101.6% | -26.9% | +64.1% |
| 3Y | +45.4% | +134.1% | -88.8% | +33.1% |
| All | +129.9% | +362.1% | -232.3% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling