+3,767.8%
MRK vs ROL
+9,850.6%
-6,082.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | +0.7% | +3.0% | -2.3% | -0.1% |
| 30D | +0.3% | +19.8% | -19.5% | -4.5% |
| 3M | +9.7% | +7.9% | +1.8% | +7.1% |
| 6M | +32.0% | -25.6% | +57.6% | +41.4% |
| YTD | +43.3% | -34.1% | +77.4% | +57.9% |
| 1Y | +63.7% | -31.4% | +95.1% | +78.5% |
| 3Y | +58.0% | +4.7% | +53.3% | +52.6% |
| 5Y | +105.0% | +15.6% | +89.4% | +89.6% |
| 10Y | +228.6% | +220.6% | +8.0% | +124.6% |
| All | +3,767.8% | +9,850.6% | -6,082.7% | +919.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling