+539.6%
MRK vs PSX
+1,159.1%
-619.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -0.9% | +2.8% | -3.8% | -1.4% |
| 30D | +15.5% | +27.8% | -12.3% | +11.2% |
| 3M | +25.1% | +42.0% | -16.9% | +18.4% |
| 6M | +30.1% | +58.1% | -28.0% | +20.7% |
| YTD | +43.1% | +105.0% | -61.9% | +27.3% |
| 1Y | +82.5% | +104.9% | -22.5% | +62.0% |
| 3Y | +49.3% | +134.1% | -84.7% | +27.6% |
| 5Y | +130.3% | +363.8% | -233.6% | +70.2% |
| 10Y | +234.3% | +370.1% | -135.8% | +130.2% |
| All | +539.6% | +1,159.1% | -619.5% | +307.3% |
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