+224.4%
MRK vs ROL
+211.6%
+12.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.3% | -3.2% | -1.1% | -3.5% |
| 30D | +8.3% | -4.9% | +13.2% | +9.6% |
| 3M | +20.0% | -25.8% | +45.9% | +28.8% |
| 6M | +25.7% | -37.6% | +63.2% | +40.8% |
| YTD | +38.7% | -41.5% | +80.2% | +57.7% |
| 1Y | +74.7% | -39.5% | +114.2% | +96.4% |
| 3Y | +45.4% | +0.1% | +45.2% | +41.3% |
| 5Y | +129.0% | -4.6% | +133.6% | +121.9% |
| All | +224.4% | +211.6% | +12.8% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling