+104.1%
MRK vs RCL
+289.6%
-185.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +1.2% | +19.4% | -18.2% | +0.5% |
| 3M | +13.5% | +9.8% | +3.7% | +13.1% |
| 6M | +34.0% | +28.6% | +5.4% | +32.6% |
| YTD | +42.7% | +22.2% | +20.6% | +41.2% |
| 1Y | +66.6% | +29.7% | +36.9% | +64.5% |
| 3Y | +59.1% | +265.3% | -206.2% | +53.5% |
| 5Y | +104.1% | +301.8% | -197.6% | +101.2% |
| All | +104.1% | +289.6% | -185.4% | +101.2% |
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