+131.3%
MRK vs RF
+89.8%
+41.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.2% |
| 30D | +17.1% | -3.6% | +20.8% | +17.5% |
| 3M | +25.9% | +8.1% | +17.8% | +24.9% |
| 6M | +26.8% | +11.5% | +15.3% | +25.4% |
| YTD | +44.9% | +15.6% | +29.3% | +42.9% |
| 1Y | +84.8% | +15.7% | +69.2% | +82.0% |
| 3Y | +50.1% | +86.9% | -36.8% | +42.5% |
| All | +131.3% | +89.8% | +41.4% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling