+330.1%
MRK vs RACE
+658.1%
-328.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +1.7% | +6.6% | -4.9% | +0.5% |
| 3M | +13.8% | +2.2% | +11.5% | +13.3% |
| 6M | +34.7% | +22.4% | +12.3% | +29.7% |
| YTD | +43.6% | +13.8% | +29.8% | +39.6% |
| 1Y | +75.7% | +2.2% | +73.5% | +74.0% |
| 3Y | +60.0% | +25.6% | +34.4% | +49.7% |
| 5Y | +105.4% | +71.0% | +34.4% | +78.6% |
| 10Y | +224.1% | +739.1% | -515.0% | +109.8% |
| All | +330.1% | +658.1% | -328.1% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling