+80.2%
MRK vs RACE
-14.8%
+95.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.7% | -2.6% | -0.1% | -2.3% |
| 30D | +12.7% | -1.1% | +13.8% | +13.0% |
| 3M | +24.2% | +12.5% | +11.7% | +22.1% |
| 6M | +27.8% | +17.4% | +10.4% | +24.8% |
| YTD | +42.2% | +10.1% | +32.1% | +40.1% |
| 1Y | +80.2% | -15.1% | +95.3% | +80.6% |
| All | +80.2% | -14.8% | +95.0% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling