+74.7%
MRK vs REPL
+119.0%
-44.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | -4.3% | -14.1% | +9.8% | -4.2% |
| 30D | +8.3% | -15.2% | +23.5% | +8.4% |
| 3M | +20.0% | +49.9% | -29.8% | +19.7% |
| 6M | +25.7% | +63.5% | -37.9% | +24.1% |
| YTD | +38.7% | +32.9% | +5.8% | +37.3% |
| 1Y | +74.7% | +115.0% | -40.3% | +70.7% |
| All | +74.7% | +119.0% | -44.3% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling