+105.7%
MRK vs RIG
+62.5%
+43.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.4% |
| 7D | +0.7% | +5.7% | -5.0% | +0.5% |
| 30D | +0.3% | -0.7% | +1.0% | +0.2% |
| 3M | +9.7% | -3.1% | +12.8% | +9.6% |
| 6M | +32.0% | -16.3% | +48.3% | +32.5% |
| YTD | +43.3% | +34.1% | +9.1% | +41.0% |
| 1Y | +63.7% | +38.2% | +25.5% | +60.9% |
| 3Y | +58.0% | -15.3% | +73.3% | +54.7% |
| All | +105.7% | +62.5% | +43.3% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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