+222.0%
MRK vs REPL
-6.0%
+228.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | +17.1% | +27.1% | -10.0% | +16.5% |
| 3M | +25.9% | +52.4% | -26.5% | +23.7% |
| 6M | +26.8% | +107.4% | -80.6% | +21.0% |
| YTD | +44.9% | +54.7% | -9.8% | +39.2% |
| 1Y | +84.8% | +158.9% | -74.0% | +72.7% |
| 3Y | +50.1% | -23.7% | +73.8% | +37.9% |
| 5Y | +127.4% | -54.3% | +181.8% | +111.3% |
| All | +222.0% | -6.0% | +228.0% | +161.6% |
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