+532.0%
MRK vs RBA
+4,035.9%
-3,503.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | +3.5% | +6.8% | -3.3% | +2.4% |
| 3M | +11.2% | +9.5% | +1.8% | +9.5% |
| 6M | +32.5% | -8.2% | +40.7% | +33.6% |
| YTD | +42.5% | -7.7% | +50.2% | +43.0% |
| 1Y | +65.4% | -6.9% | +72.3% | +65.7% |
| 3Y | +58.8% | +61.6% | -2.8% | +44.4% |
| 5Y | +103.9% | +44.7% | +59.1% | +85.2% |
| 10Y | +226.8% | +205.3% | +21.5% | +151.4% |
| All | +532.0% | +4,035.9% | -3,503.9% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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