+84.6%
MRK vs ROL
-34.1%
+118.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.2% | +3.6% |
| 7D | +6.7% | +14.6% | -7.9% | +5.0% |
| 30D | +7.8% | +29.3% | -21.5% | +4.4% |
| 3M | +18.2% | +2.0% | +16.2% | +17.9% |
| 6M | +34.7% | -28.5% | +63.2% | +43.9% |
| YTD | +45.8% | -35.3% | +81.1% | +54.8% |
| 1Y | +84.6% | -34.7% | +119.3% | +95.5% |
| All | +84.6% | -34.1% | +118.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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