+129.9%
MRK vs RMBS
+265.4%
-135.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -4.3% | +1.8% | -6.0% | -4.3% |
| 30D | +8.3% | -13.9% | +22.2% | +8.2% |
| 3M | +20.0% | -39.8% | +59.8% | +20.1% |
| 6M | +25.7% | -6.0% | +31.7% | +25.1% |
| YTD | +38.7% | -5.4% | +44.1% | +37.9% |
| 1Y | +74.7% | -1.8% | +76.5% | +73.3% |
| 3Y | +45.4% | +53.7% | -8.3% | +42.2% |
| All | +129.9% | +265.4% | -135.5% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling