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  • MRK vs RIO✓SelectedUSD · RIOMRK vs RIO performance historyLatest closeAs of-1.24%09/08
Stock and ETF performance explorer

MRK vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,385.3%
RIO return
+6,041.4%
Excess return
-2,656.0%
Maximum drawdown
-68.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D-1.2%+0.5%-1.8%-1.3%
7D-0.9%+1.9%-2.9%-1.2%
30D+15.5%+5.0%+10.5%+14.6%
3M+25.1%+5.1%+20.0%+23.9%
6M+30.1%+17.6%+12.5%+26.1%
YTD+43.1%+36.3%+6.8%+35.1%
1Y+82.5%+71.2%+11.3%+65.7%
3Y+49.3%+102.7%-53.4%+30.7%
5Y+130.3%+99.6%+30.7%+98.2%
10Y+234.3%+603.1%-368.8%+124.7%
All+3,385.3%+6,041.4%-2,656.0%+1,395.8%

Cumulative growth

Daily Returns

Daily percentage return beside RIO.

Daily Out/Under-Performance

Portfolio return minus RIO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RIO 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 RIO 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