+133.6%
MRK vs ROP
-16.4%
+150.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.7% | -6.1% | +3.4% | -1.6% |
| 30D | +12.7% | -3.4% | +16.0% | +13.4% |
| 3M | +24.2% | +16.7% | +7.6% | +20.7% |
| 6M | +27.8% | +8.1% | +19.8% | +25.8% |
| YTD | +42.2% | -11.7% | +53.9% | +45.8% |
| 1Y | +80.2% | -24.2% | +104.4% | +91.3% |
| 3Y | +48.4% | -19.0% | +67.3% | +54.3% |
| 5Y | +133.6% | -15.9% | +149.4% | +139.2% |
| All | +133.6% | -16.4% | +150.0% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling