+758.0%
MRK vs RL
+1,536.1%
-778.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | 0.0% | +2.4% | -2.4% | -0.4% |
| 30D | +3.5% | +4.6% | -1.1% | +2.7% |
| 3M | +11.2% | -1.1% | +12.3% | +11.2% |
| 6M | +32.5% | +16.5% | +16.0% | +28.5% |
| YTD | +42.5% | +11.4% | +31.1% | +38.8% |
| 1Y | +65.4% | +16.1% | +49.3% | +60.0% |
| 3Y | +58.8% | +252.6% | -193.8% | +24.5% |
| 5Y | +103.9% | +244.9% | -141.0% | +56.3% |
| 10Y | +226.8% | +342.4% | -115.5% | +123.0% |
| All | +758.0% | +1,536.1% | -778.2% | +298.9% |
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