+133.6%
MRK vs ROL
-6.0%
+139.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.4% |
| 7D | -2.7% | -3.3% | +0.6% | -2.1% |
| 30D | +12.7% | -7.2% | +19.9% | +14.1% |
| 3M | +24.2% | -27.0% | +51.2% | +31.3% |
| 6M | +27.8% | -39.5% | +67.3% | +40.1% |
| YTD | +42.2% | -41.8% | +84.0% | +56.6% |
| 1Y | +80.2% | -38.9% | +119.1% | +96.3% |
| 3Y | +48.4% | -0.4% | +48.8% | +46.3% |
| 5Y | +133.6% | -4.2% | +137.8% | +131.8% |
| All | +133.6% | -6.0% | +139.6% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling