+224.4%
MRK vs QSR
+135.2%
+89.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -4.3% | -4.0% | -0.3% | -3.5% |
| 30D | +8.3% | +2.8% | +5.5% | +7.7% |
| 3M | +20.0% | +5.1% | +15.0% | +18.8% |
| 6M | +25.7% | +8.8% | +16.9% | +23.3% |
| YTD | +38.7% | +14.8% | +23.9% | +34.5% |
| 1Y | +74.7% | +25.7% | +49.0% | +66.2% |
| 3Y | +45.4% | +27.5% | +17.8% | +36.5% |
| 5Y | +129.0% | +41.3% | +87.8% | +109.3% |
| All | +224.4% | +135.2% | +89.2% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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