+1,847.8%
MRK vs ROP
+25,523.2%
-23,675.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.2% | -0.7% |
| 7D | +1.3% | -4.4% | +5.8% | +2.1% |
| 30D | +17.1% | +3.2% | +13.9% | +16.5% |
| 3M | +25.9% | +23.1% | +2.8% | +21.4% |
| 6M | +26.8% | +13.3% | +13.5% | +23.8% |
| YTD | +44.9% | -7.9% | +52.8% | +46.0% |
| 1Y | +84.8% | -22.1% | +106.9% | +91.5% |
| 3Y | +50.1% | -16.8% | +66.9% | +53.2% |
| 5Y | +127.4% | -13.5% | +141.0% | +129.2% |
| 10Y | +240.0% | +137.7% | +102.3% | +190.7% |
| All | +1,847.8% | +25,523.2% | -23,675.4% | +1,129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling