+226.2%
MRK vs ROP
+135.7%
+90.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.8% |
| 7D | -5.0% | -8.0% | +3.0% | -2.5% |
| 30D | +11.0% | -2.7% | +13.7% | +11.9% |
| 3M | +22.4% | +16.6% | +5.8% | +16.1% |
| 6M | +25.4% | +10.4% | +15.0% | +20.7% |
| YTD | +39.5% | -12.1% | +51.6% | +44.3% |
| 1Y | +78.0% | -23.6% | +101.6% | +93.2% |
| 3Y | +45.5% | -19.3% | +64.9% | +52.9% |
| 5Y | +130.3% | -15.4% | +145.6% | +134.0% |
| All | +226.2% | +135.7% | +90.5% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling