+208.3%
MRK vs REPL
-19.2%
+227.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | -4.3% | -14.1% | +9.8% | -4.0% |
| 30D | +8.3% | -15.2% | +23.5% | +8.6% |
| 3M | +20.0% | +49.9% | -29.8% | +18.0% |
| 6M | +25.7% | +63.5% | -37.9% | +20.6% |
| YTD | +38.7% | +32.9% | +5.8% | +33.7% |
| 1Y | +74.7% | +115.0% | -40.3% | +63.9% |
| 3Y | +45.4% | -34.7% | +80.1% | +33.9% |
| 5Y | +129.0% | -59.7% | +188.7% | +113.0% |
| All | +208.3% | -19.2% | +227.6% | +151.2% |
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