+3,740.9%
MRK vs RF
+1,423.8%
+2,317.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | +2.8% | +6.0% | -3.3% | +1.9% |
| 3M | +15.0% | -8.9% | +23.9% | +16.4% |
| 6M | +30.9% | +2.3% | +28.6% | +30.3% |
| YTD | +42.3% | +7.6% | +34.7% | +40.4% |
| 1Y | +76.1% | +21.2% | +54.9% | +70.7% |
| 3Y | +54.1% | +108.5% | -54.4% | +36.3% |
| 5Y | +109.5% | +43.2% | +66.3% | +92.3% |
| 10Y | +254.8% | +288.1% | -33.3% | +166.8% |
| All | +3,740.9% | +1,423.8% | +2,317.0% | +1,629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling