+229.0%
MRK vs RL
+342.1%
-113.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | +3.5% | +4.6% | -1.1% | +3.0% |
| 3M | +11.2% | -1.1% | +12.3% | +11.2% |
| 6M | +32.5% | +16.5% | +16.0% | +30.0% |
| YTD | +42.5% | +11.4% | +31.1% | +40.2% |
| 1Y | +65.4% | +16.1% | +49.3% | +62.0% |
| 3Y | +58.8% | +252.6% | -193.8% | +37.0% |
| 5Y | +103.9% | +244.9% | -141.0% | +73.8% |
| All | +229.0% | +342.1% | -113.2% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling