+49.3%
MRK vs RL
+211.8%
-162.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | +15.5% | -12.2% | +27.7% | +16.8% |
| 3M | +25.1% | -6.6% | +31.8% | +25.6% |
| 6M | +30.1% | +3.2% | +26.9% | +29.3% |
| YTD | +43.1% | -1.3% | +44.4% | +42.5% |
| 1Y | +82.5% | +13.6% | +68.9% | +80.0% |
| 3Y | +49.3% | +210.9% | -161.6% | +39.7% |
| All | +49.3% | +211.8% | -162.5% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling