+224.4%
MRK vs RNG
+222.9%
+1.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.3% | -6.1% | +1.8% | -4.0% |
| 30D | +8.3% | +9.6% | -1.3% | +7.9% |
| 3M | +20.0% | +83.3% | -63.3% | +16.9% |
| 6M | +25.7% | +77.9% | -52.3% | +22.1% |
| YTD | +38.7% | +139.9% | -101.2% | +32.4% |
| 1Y | +74.7% | +121.7% | -47.0% | +67.1% |
| 3Y | +45.4% | +121.9% | -76.5% | +37.3% |
| 5Y | +129.0% | -68.4% | +197.4% | +146.6% |
| All | +224.4% | +222.9% | +1.5% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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