+224.4%
MRK vs ROST
+317.9%
-93.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -0.9% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +8.3% | -6.9% | +15.2% | +9.6% |
| 3M | +20.0% | -3.3% | +23.4% | +20.5% |
| 6M | +25.7% | +9.0% | +16.6% | +23.4% |
| YTD | +38.7% | +28.9% | +9.9% | +32.2% |
| 1Y | +74.7% | +54.0% | +20.7% | +61.2% |
| 3Y | +45.4% | +100.7% | -55.4% | +27.2% |
| 5Y | +129.0% | +116.0% | +13.0% | +94.9% |
| All | +224.4% | +317.9% | -93.5% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling