+122.8%
MRK vs ROIV
+298.2%
-175.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.7% | +22.3% | -25.0% | -3.5% |
| 30D | +12.7% | +16.9% | -4.2% | +12.0% |
| 3M | +24.2% | +43.9% | -19.7% | +22.4% |
| 6M | +27.8% | +41.6% | -13.8% | +25.9% |
| YTD | +42.2% | +92.7% | -50.5% | +38.2% |
| 1Y | +80.2% | +210.2% | -130.0% | +71.9% |
| 3Y | +48.4% | +231.8% | -183.4% | +40.4% |
| 5Y | +133.6% | +319.8% | -186.2% | +113.4% |
| All | +122.8% | +298.2% | -175.4% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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