+105.7%
MRK vs ROL
+15.7%
+90.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | +0.7% | +3.0% | -2.3% | +0.2% |
| 30D | +0.3% | +19.8% | -19.5% | -2.9% |
| 3M | +9.7% | +7.9% | +1.8% | +8.0% |
| 6M | +32.0% | -25.6% | +57.6% | +39.1% |
| YTD | +43.3% | -34.1% | +77.4% | +54.3% |
| 1Y | +63.7% | -31.4% | +95.1% | +74.9% |
| 3Y | +58.0% | +4.7% | +53.3% | +54.5% |
| All | +105.7% | +15.7% | +90.1% | +95.7% |
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