+74.7%
MRK vs QS
-36.7%
+111.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.6% |
| 7D | -4.3% | -3.6% | -0.6% | -4.2% |
| 30D | +8.3% | -17.2% | +25.5% | +8.4% |
| 3M | +20.0% | -27.0% | +47.0% | +20.4% |
| 6M | +25.7% | -24.6% | +50.2% | +25.7% |
| YTD | +38.7% | -49.3% | +88.1% | +40.3% |
| 1Y | +74.7% | -40.3% | +115.0% | +68.7% |
| All | +74.7% | -36.7% | +111.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling