+540.3%
MRK vs PSX
+1,187.1%
-646.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +0.7% | +7.8% | -7.1% | -0.4% |
| 30D | +0.3% | -10.9% | +11.2% | +1.9% |
| 3M | +9.7% | +14.5% | -4.8% | +7.1% |
| 6M | +32.0% | +56.1% | -24.2% | +22.7% |
| YTD | +43.3% | +109.6% | -66.3% | +26.7% |
| 1Y | +63.7% | +95.5% | -31.8% | +46.2% |
| 3Y | +58.0% | +156.2% | -98.2% | +32.8% |
| 5Y | +105.0% | +310.0% | -205.0% | +55.2% |
| 10Y | +228.6% | +368.0% | -139.4% | +126.0% |
| All | +540.3% | +1,187.1% | -646.8% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling