+84.8%
MRK vs RL
+13.6%
+71.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +17.1% | -7.8% | +24.9% | +18.8% |
| 3M | +25.9% | -4.0% | +29.9% | +26.0% |
| 6M | +26.8% | -1.9% | +28.7% | +26.0% |
| YTD | +44.9% | -0.2% | +45.1% | +41.9% |
| 1Y | +84.8% | +10.7% | +74.2% | +73.2% |
| All | +84.8% | +13.6% | +71.3% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling