+65.4%
MRK vs RF
+18.0%
+47.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +3.5% | +5.6% | -2.1% | +2.6% |
| 3M | +11.2% | -8.9% | +20.1% | +12.7% |
| 6M | +32.5% | +7.1% | +25.4% | +29.0% |
| YTD | +42.5% | +8.3% | +34.2% | +35.4% |
| 1Y | +65.4% | +16.8% | +48.6% | +52.7% |
| All | +65.4% | +18.0% | +47.4% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling