+764.4%
MRK vs RL
+1,573.0%
-808.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.3% | +1.3% | +1.0% | +2.1% |
| 30D | +1.7% | +7.6% | -5.9% | +0.4% |
| 3M | +13.8% | -1.5% | +15.3% | +13.8% |
| 6M | +34.7% | +12.1% | +22.6% | +31.4% |
| YTD | +43.6% | +13.9% | +29.6% | +39.3% |
| 1Y | +75.7% | +20.7% | +55.0% | +68.8% |
| 3Y | +60.0% | +260.6% | -200.5% | +25.0% |
| 5Y | +105.4% | +248.9% | -143.5% | +57.2% |
| 10Y | +224.1% | +355.9% | -131.8% | +120.0% |
| All | +764.4% | +1,573.0% | -808.6% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling