+131.8%
MRK vs RKT
-8.7%
+140.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.2% |
| 7D | -0.9% | +6.0% | -6.9% | -1.1% |
| 30D | +15.5% | +0.7% | +14.8% | +15.4% |
| 3M | +25.1% | +11.8% | +13.3% | +24.6% |
| 6M | +30.1% | -7.6% | +37.7% | +30.1% |
| YTD | +43.1% | -28.7% | +71.8% | +43.9% |
| 1Y | +82.5% | -32.6% | +115.0% | +83.5% |
| 3Y | +49.3% | +42.1% | +7.2% | +47.9% |
| 5Y | +130.3% | -7.2% | +137.4% | +127.3% |
| All | +131.8% | -8.7% | +140.4% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling