+2,366.9%
MRK vs RIG
-41.1%
+2,408.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | +15.5% | +9.5% | +6.0% | +14.7% |
| 3M | +25.1% | -6.6% | +31.8% | +25.5% |
| 6M | +30.1% | -2.9% | +33.0% | +29.8% |
| YTD | +43.1% | +39.5% | +3.6% | +38.9% |
| 1Y | +82.5% | +82.3% | +0.2% | +73.4% |
| 3Y | +49.3% | -29.6% | +78.9% | +48.6% |
| 5Y | +130.3% | +63.2% | +67.1% | +107.9% |
| 10Y | +234.3% | -45.0% | +279.3% | +186.9% |
| All | +2,366.9% | -41.1% | +2,408.0% | +1,857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling