+265.0%
MRK vs QSR
+203.9%
+61.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -5.0% | -4.7% | -0.3% | -4.0% |
| 30D | +11.0% | +4.3% | +6.6% | +10.0% |
| 3M | +22.4% | +5.4% | +16.9% | +21.0% |
| 6M | +25.4% | +8.2% | +17.2% | +23.0% |
| YTD | +39.5% | +14.1% | +25.4% | +35.1% |
| 1Y | +78.0% | +28.1% | +49.9% | +68.0% |
| 3Y | +45.5% | +25.3% | +20.3% | +36.6% |
| 5Y | +130.3% | +40.4% | +89.9% | +109.1% |
| 10Y | +229.8% | +132.4% | +97.4% | +153.7% |
| All | +265.0% | +203.9% | +61.1% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling