+224.1%
MRK vs RF
+248.4%
-24.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +1.7% | +6.2% | -4.5% | +0.8% |
| 3M | +13.8% | -7.8% | +21.6% | +15.0% |
| 6M | +34.7% | +5.9% | +28.7% | +33.4% |
| YTD | +43.6% | +9.0% | +34.5% | +41.3% |
| 1Y | +75.7% | +19.3% | +56.4% | +70.7% |
| 3Y | +60.0% | +116.4% | -56.4% | +40.8% |
| 5Y | +105.4% | +46.0% | +59.3% | +88.7% |
| 10Y | +224.1% | +239.8% | -15.7% | +149.6% |
| All | +224.1% | +248.4% | -24.2% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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