+229.6%
MRK vs RF
+277.2%
-47.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +2.2% | +7.0% | -4.9% | +1.2% |
| 3M | +16.4% | -7.0% | +23.4% | +17.5% |
| 6M | +35.3% | +6.8% | +28.5% | +33.8% |
| YTD | +44.2% | +9.9% | +34.3% | +41.9% |
| 1Y | +77.5% | +21.1% | +56.4% | +72.1% |
| 3Y | +59.2% | +119.6% | -60.4% | +39.8% |
| 5Y | +109.6% | +46.2% | +63.4% | +92.5% |
| 10Y | +229.6% | +261.5% | -31.9% | +148.4% |
| All | +229.6% | +277.2% | -47.6% | +148.4% |
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