+130.3%
MRK vs ROST
+107.5%
+22.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | -2.5% | -2.5% | -4.7% |
| 30D | +11.0% | -10.3% | +21.2% | +12.5% |
| 3M | +22.4% | -2.6% | +25.0% | +22.6% |
| 6M | +25.4% | +6.5% | +18.9% | +24.1% |
| YTD | +39.5% | +25.9% | +13.6% | +35.1% |
| 1Y | +78.0% | +52.3% | +25.6% | +68.4% |
| 3Y | +45.5% | +94.6% | -49.0% | +33.9% |
| 5Y | +130.3% | +111.1% | +19.2% | +111.8% |
| All | +130.3% | +107.5% | +22.7% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling