+3,812.0%
MRK vs ROL
+9,030.3%
-5,218.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | -1.4% | +2.8% | +1.7% |
| 30D | +17.1% | -4.1% | +21.2% | +18.3% |
| 3M | +25.9% | -22.5% | +48.4% | +33.9% |
| 6M | +26.8% | -37.7% | +64.5% | +42.6% |
| YTD | +44.9% | -39.6% | +84.5% | +63.9% |
| 1Y | +84.8% | -36.0% | +120.9% | +105.4% |
| 3Y | +50.1% | -5.1% | +55.3% | +48.8% |
| 5Y | +127.4% | -3.4% | +130.8% | +120.7% |
| 10Y | +240.0% | +215.2% | +24.7% | +133.9% |
| All | +3,812.0% | +9,030.3% | -5,218.3% | +958.0% |
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