+84.8%
MRK vs ROK
+29.3%
+55.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +17.1% | -3.3% | +20.5% | +17.5% |
| 3M | +25.9% | -5.9% | +31.8% | +26.2% |
| 6M | +26.8% | +13.9% | +13.0% | +22.7% |
| YTD | +44.9% | +12.6% | +32.3% | +39.0% |
| 1Y | +84.8% | +28.6% | +56.2% | +67.6% |
| All | +84.8% | +29.3% | +55.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling