+46.1%
MRK vs QS
-26.0%
+72.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -5.0% | -5.0% | -0.1% | -5.0% |
| 30D | +11.0% | -18.3% | +29.3% | +11.2% |
| 3M | +22.4% | -26.0% | +48.4% | +22.7% |
| 6M | +25.4% | -24.0% | +49.4% | +25.5% |
| YTD | +39.5% | -50.3% | +89.8% | +40.4% |
| 1Y | +78.0% | -38.0% | +115.9% | +78.6% |
| All | +46.1% | -26.0% | +72.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling