+238.4%
MRK vs RACE
+791.1%
-552.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | +15.5% | -1.5% | +17.0% | +15.8% |
| 3M | +25.1% | +15.5% | +9.6% | +21.8% |
| 6M | +30.1% | +17.3% | +12.8% | +26.1% |
| YTD | +43.1% | +11.1% | +32.0% | +39.7% |
| 1Y | +82.5% | -14.3% | +96.7% | +85.8% |
| 3Y | +49.3% | +40.2% | +9.2% | +36.0% |
| 5Y | +130.3% | +92.6% | +37.7% | +92.3% |
| All | +238.4% | +791.1% | -552.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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