+81.4%
MRK vs RL
+9.0%
+72.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.7% | -17.5% | +30.2% | +16.8% |
| 3M | +24.2% | -14.0% | +38.2% | +27.3% |
| 6M | +27.8% | -2.0% | +29.8% | +26.6% |
| YTD | +42.2% | -4.6% | +46.8% | +40.3% |
| All | +81.4% | +9.0% | +72.4% | +67.8% |
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