+234.3%
MRK vs RF
+334.9%
-100.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.3% |
| 30D | +15.5% | -3.4% | +18.8% | +16.0% |
| 3M | +25.1% | +6.4% | +18.8% | +23.8% |
| 6M | +30.1% | +13.4% | +16.7% | +27.5% |
| YTD | +43.1% | +14.2% | +28.9% | +39.9% |
| 1Y | +82.5% | +15.7% | +66.7% | +77.9% |
| 3Y | +49.3% | +91.3% | -42.0% | +33.1% |
| 5Y | +130.3% | +89.8% | +40.5% | +101.0% |
| 10Y | +234.3% | +336.7% | -102.3% | +108.3% |
| All | +234.3% | +334.9% | -100.6% | +108.3% |
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