+236.2%
MRK vs RCL
+341.7%
-105.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | +12.7% | -15.7% | +28.3% | +13.8% |
| 3M | +24.2% | -8.0% | +32.2% | +24.7% |
| 6M | +27.8% | -10.1% | +38.0% | +28.3% |
| YTD | +42.2% | -5.9% | +48.1% | +42.1% |
| 1Y | +80.2% | -23.5% | +103.7% | +81.9% |
| 3Y | +48.4% | +174.4% | -126.0% | +38.1% |
| 5Y | +133.6% | +227.1% | -93.6% | +112.2% |
| 10Y | +236.2% | +342.5% | -106.3% | +207.2% |
| All | +236.2% | +341.7% | -105.5% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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