+229.0%
MRK vs RACE
+717.8%
-488.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | 0.0% | -4.0% | +4.0% | +0.7% |
| 30D | +3.5% | +3.5% | 0.0% | +2.8% |
| 3M | +11.2% | -0.4% | +11.6% | +11.3% |
| 6M | +32.5% | +23.2% | +9.3% | +27.4% |
| YTD | +42.5% | +11.0% | +31.5% | +39.1% |
| 1Y | +65.4% | -2.2% | +67.6% | +65.1% |
| 3Y | +58.8% | +22.5% | +36.3% | +48.7% |
| 5Y | +103.9% | +63.2% | +40.7% | +77.7% |
| All | +229.0% | +717.8% | -488.8% | +113.1% |
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