+3,763.3%
MRK vs ROST
+69,900.9%
-66,137.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | +15.5% | -10.0% | +25.4% | +17.0% |
| 3M | +25.1% | +1.2% | +23.9% | +24.7% |
| 6M | +30.1% | +8.9% | +21.1% | +28.4% |
| YTD | +43.1% | +28.1% | +15.0% | +38.3% |
| 1Y | +82.5% | +53.0% | +29.5% | +72.2% |
| 3Y | +49.3% | +97.9% | -48.5% | +35.7% |
| 5Y | +130.3% | +112.0% | +18.3% | +104.3% |
| 10Y | +234.3% | +303.0% | -68.6% | +167.4% |
| All | +3,763.3% | +69,900.9% | -66,137.5% | +1,620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling