+78.0%
MRK vs ROP
-24.5%
+102.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.9% |
| 7D | -5.0% | -8.0% | +3.0% | -4.3% |
| 30D | +11.0% | -2.7% | +13.7% | +11.1% |
| 3M | +22.4% | +16.6% | +5.8% | +21.7% |
| 6M | +25.4% | +10.4% | +15.0% | +25.0% |
| YTD | +39.5% | -12.1% | +51.6% | +43.3% |
| 1Y | +78.0% | -23.6% | +101.6% | +87.5% |
| All | +78.0% | -24.5% | +102.5% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling