+124.9%
MRK vs ROIV
+292.3%
-167.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +2.3% | +14.3% | -12.0% | +1.8% |
| 30D | +1.7% | +16.2% | -14.5% | +1.1% |
| 3M | +13.8% | +15.1% | -1.4% | +13.0% |
| 6M | +34.7% | +44.2% | -9.6% | +32.5% |
| YTD | +43.6% | +89.8% | -46.3% | +39.5% |
| 1Y | +75.7% | +94.6% | -18.9% | +70.5% |
| 3Y | +60.0% | +367.5% | -307.5% | +50.8% |
| 5Y | +105.4% | +421.4% | -316.0% | +92.4% |
| All | +124.9% | +292.3% | -167.4% | +105.2% |
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