+124.7%
MRK vs RKT
-12.9%
+137.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -6.3% | +2.0% | -4.1% |
| 30D | +8.3% | -6.2% | +14.5% | +8.5% |
| 3M | +20.0% | -1.9% | +21.9% | +20.0% |
| 6M | +25.7% | -13.0% | +38.7% | +25.9% |
| YTD | +38.7% | -31.9% | +70.7% | +39.7% |
| 1Y | +74.7% | -37.6% | +112.2% | +76.0% |
| 3Y | +45.4% | +36.8% | +8.5% | +44.2% |
| 5Y | +129.0% | -9.7% | +138.8% | +126.4% |
| All | +124.7% | -12.9% | +137.5% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling