+49.3%
MRK vs ROL
+1.0%
+48.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -0.9% | -3.4% | +2.5% | -0.4% |
| 30D | +15.5% | -6.9% | +22.4% | +16.8% |
| 3M | +25.1% | -24.6% | +49.7% | +31.1% |
| 6M | +30.1% | -39.5% | +69.6% | +42.4% |
| YTD | +43.1% | -41.1% | +84.2% | +57.0% |
| 1Y | +82.5% | -37.9% | +120.4% | +97.9% |
| 3Y | +49.3% | +0.8% | +48.5% | +46.4% |
| All | +49.3% | +1.0% | +48.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling