+224.4%
MRK vs ROK
+357.9%
-133.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -4.3% | -1.2% | -3.0% | -4.1% |
| 30D | +8.3% | -4.8% | +13.1% | +9.2% |
| 3M | +20.0% | -6.1% | +26.1% | +21.0% |
| 6M | +25.7% | +15.5% | +10.2% | +21.8% |
| YTD | +38.7% | +11.2% | +27.6% | +35.1% |
| 1Y | +74.7% | +23.8% | +50.8% | +66.8% |
| 3Y | +45.4% | +53.1% | -7.8% | +30.9% |
| 5Y | +129.0% | +48.3% | +80.7% | +103.9% |
| All | +224.4% | +357.9% | -133.5% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling