+49.0%
MRK vs REPL
-27.0%
+76.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.6% |
| 7D | -2.7% | -9.6% | +6.9% | -2.7% |
| 30D | +12.7% | +5.7% | +7.0% | +12.6% |
| 3M | +24.2% | +56.4% | -32.1% | +23.6% |
| 6M | +27.8% | +67.4% | -39.6% | +26.1% |
| YTD | +42.2% | +48.7% | -6.5% | +40.3% |
| 1Y | +80.2% | +148.3% | -68.1% | +76.4% |
| All | +49.0% | -27.0% | +76.0% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling