+3,739.1%
MRK vs ROK
+15,563.1%
-11,823.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +12.7% | -1.8% | +14.5% | +13.1% |
| 3M | +24.2% | -7.2% | +31.4% | +25.8% |
| 6M | +27.8% | +14.2% | +13.7% | +23.3% |
| YTD | +42.2% | +10.6% | +31.6% | +37.7% |
| 1Y | +80.2% | +25.9% | +54.3% | +69.4% |
| 3Y | +48.4% | +50.8% | -2.4% | +30.5% |
| 5Y | +133.6% | +47.0% | +86.5% | +101.6% |
| 10Y | +236.2% | +354.9% | -118.7% | +112.8% |
| All | +3,739.1% | +15,563.1% | -11,823.9% | +823.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling