+224.4%
MRK vs QID
-99.2%
+323.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.8% |
| 7D | -4.3% | +1.3% | -5.5% | -4.1% |
| 30D | +8.3% | +2.9% | +5.3% | +8.8% |
| 3M | +20.0% | -0.7% | +20.8% | +20.1% |
| 6M | +25.7% | -29.7% | +55.3% | +20.0% |
| YTD | +38.7% | -27.9% | +66.6% | +33.1% |
| 1Y | +74.7% | -34.6% | +109.3% | +65.5% |
| 3Y | +45.4% | -73.5% | +118.9% | +22.5% |
| 5Y | +129.0% | -81.0% | +210.0% | +93.0% |
| All | +224.4% | -99.2% | +323.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling