+68.3%
MRK vs Q
+75.4%
-7.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | -5.0% | +4.1% | -9.1% | -4.9% |
| 30D | +11.0% | -10.7% | +21.7% | +10.9% |
| 3M | +22.4% | -11.7% | +34.1% | +21.5% |
| 6M | +25.4% | +8.3% | +17.1% | +22.8% |
| YTD | +39.5% | +51.3% | -11.8% | +37.0% |
| All | +68.3% | +75.4% | -7.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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