+49.0%
MRK vs ROP
-18.8%
+67.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.7% | -6.1% | +3.4% | -1.7% |
| 30D | +12.7% | -3.4% | +16.0% | +13.2% |
| 3M | +24.2% | +16.7% | +7.6% | +21.4% |
| 6M | +27.8% | +8.1% | +19.8% | +26.3% |
| YTD | +42.2% | -11.7% | +53.9% | +46.3% |
| 1Y | +80.2% | -24.2% | +104.4% | +92.2% |
| All | +49.0% | -18.8% | +67.8% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling