+812.5%
MRK vs RMBS
+1,363.4%
-550.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -0.9% | +3.0% | -3.9% | -1.1% |
| 30D | +15.5% | -14.4% | +29.9% | +16.3% |
| 3M | +25.1% | -42.8% | +68.0% | +28.1% |
| 6M | +30.1% | -1.4% | +31.5% | +28.8% |
| YTD | +43.1% | -5.4% | +48.5% | +41.5% |
| 1Y | +82.5% | +18.6% | +63.9% | +77.4% |
| 3Y | +49.3% | +57.3% | -8.0% | +40.5% |
| 5Y | +130.3% | +265.7% | -135.4% | +104.9% |
| 10Y | +234.3% | +546.0% | -311.7% | +185.0% |
| All | +812.5% | +1,363.4% | -550.9% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling