+3,812.0%
MRK vs RF
+1,537.4%
+2,274.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +17.1% | -3.6% | +20.8% | +17.7% |
| 3M | +25.9% | +8.1% | +17.8% | +24.4% |
| 6M | +26.8% | +11.5% | +15.3% | +24.6% |
| YTD | +44.9% | +15.6% | +29.3% | +41.5% |
| 1Y | +84.8% | +15.7% | +69.2% | +80.3% |
| 3Y | +50.1% | +86.9% | -36.8% | +34.7% |
| 5Y | +127.4% | +89.8% | +37.6% | +100.0% |
| 10Y | +240.0% | +344.7% | -104.7% | +150.7% |
| All | +3,812.0% | +1,537.4% | +2,274.6% | +1,644.1% |
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