+127.0%
MRK vs ROIV
+232.7%
-105.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +17.1% | +1.0% | +16.2% | +17.1% |
| 3M | +25.9% | +18.3% | +7.6% | +25.0% |
| 6M | +26.8% | +18.3% | +8.5% | +25.8% |
| YTD | +44.9% | +61.0% | -16.1% | +41.8% |
| 1Y | +84.8% | +177.9% | -93.0% | +77.2% |
| 3Y | +50.1% | +199.1% | -148.9% | +42.9% |
| 5Y | +127.4% | +250.7% | -123.3% | +109.2% |
| All | +127.0% | +232.7% | -105.6% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling