+84.6%
MRK vs ROST
+54.7%
+29.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.1% | -2.2% | +2.6% |
| 7D | +6.7% | +7.8% | -1.1% | +5.0% |
| 30D | +7.8% | +8.6% | -0.8% | +5.8% |
| 3M | +18.2% | -1.9% | +20.1% | +18.3% |
| 6M | +34.7% | +9.1% | +25.5% | +30.8% |
| YTD | +45.8% | +37.2% | +8.6% | +33.4% |
| 1Y | +84.6% | +52.7% | +31.8% | +63.7% |
| All | +84.6% | +54.7% | +29.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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