+217.1%
MRK vs REPL
+36.1%
+181.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | -0.5% |
| 7D | -2.1% | +5.3% | -7.4% | -2.2% |
| 30D | +1.2% | +66.6% | -65.5% | +0.1% |
| 3M | +13.5% | +59.6% | -46.0% | +12.3% |
| 6M | +34.0% | +482.4% | -448.4% | +26.7% |
| YTD | +42.7% | +124.1% | -81.4% | +35.9% |
| 1Y | +66.6% | +138.6% | -72.0% | +58.4% |
| 3Y | +59.1% | +96.0% | -37.0% | +40.6% |
| 5Y | +104.1% | -35.4% | +139.5% | +88.5% |
| All | +217.1% | +36.1% | +181.0% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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