+128.1%
MRK vs RGTI
+54.2%
+73.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.5% |
| 7D | -4.3% | +0.5% | -4.7% | -4.3% |
| 30D | +8.3% | -17.1% | +25.4% | +8.2% |
| 3M | +20.0% | -26.0% | +46.0% | +20.0% |
| 6M | +25.7% | -9.9% | +35.5% | +25.8% |
| YTD | +38.7% | -31.1% | +69.8% | +38.7% |
| 1Y | +74.7% | -8.5% | +83.2% | +75.1% |
| 3Y | +45.4% | +652.2% | -606.9% | +48.9% |
| 5Y | +129.0% | +56.8% | +72.3% | +138.3% |
| All | +128.1% | +54.2% | +73.8% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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