+219.0%
MRK vs REPL
+45.5%
+173.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | +2.3% | +12.7% | -10.4% | +2.1% |
| 30D | +1.7% | +73.5% | -71.8% | +0.5% |
| 3M | +13.8% | +70.3% | -56.5% | +12.4% |
| 6M | +34.7% | +472.0% | -437.3% | +27.4% |
| YTD | +43.6% | +139.5% | -96.0% | +36.6% |
| 1Y | +75.7% | +167.3% | -91.6% | +66.6% |
| 3Y | +60.0% | +109.5% | -49.5% | +41.2% |
| 5Y | +105.4% | -29.9% | +135.3% | +89.2% |
| All | +219.0% | +45.5% | +173.5% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling