+130.3%
MRK vs RCL
+234.0%
-103.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -0.9% | -0.5% | -0.5% | -0.9% |
| 30D | +15.5% | -17.3% | +32.8% | +16.1% |
| 3M | +25.1% | -2.8% | +27.9% | +25.1% |
| 6M | +30.1% | -4.4% | +34.5% | +30.1% |
| YTD | +43.1% | -4.2% | +47.3% | +43.0% |
| 1Y | +82.5% | -23.4% | +105.8% | +82.8% |
| 3Y | +49.3% | +179.4% | -130.1% | +47.3% |
| 5Y | +130.3% | +238.8% | -108.5% | +114.2% |
| All | +130.3% | +234.0% | -103.7% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling