+224.4%
MRK vs RMBS
+566.4%
-342.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -4.3% | +1.8% | -6.0% | -4.3% |
| 30D | +8.3% | -13.9% | +22.2% | +9.0% |
| 3M | +20.0% | -39.8% | +59.8% | +22.8% |
| 6M | +25.7% | -6.0% | +31.7% | +23.9% |
| YTD | +38.7% | -5.4% | +44.1% | +36.0% |
| 1Y | +74.7% | -1.8% | +76.5% | +69.6% |
| 3Y | +45.4% | +53.7% | -8.3% | +31.1% |
| 5Y | +129.0% | +268.5% | -139.5% | +75.1% |
| All | +224.4% | +566.4% | -342.0% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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