+45.4%
MRK vs RNG
+119.8%
-74.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.3% | -6.1% | +1.8% | -4.2% |
| 30D | +8.3% | +9.6% | -1.3% | +8.2% |
| 3M | +20.0% | +83.3% | -63.3% | +19.8% |
| 6M | +25.7% | +77.9% | -52.3% | +25.4% |
| YTD | +38.7% | +139.9% | -101.2% | +37.6% |
| 1Y | +74.7% | +121.7% | -47.0% | +73.3% |
| 3Y | +45.4% | +121.9% | -76.5% | +43.6% |
| All | +45.4% | +119.8% | -74.4% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling