+224.4%
MRK vs RRC
+4.6%
+219.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -4.3% | -2.0% | -2.2% | -4.2% |
| 30D | +8.3% | +2.4% | +5.9% | +8.2% |
| 3M | +20.0% | +8.6% | +11.5% | +19.6% |
| 6M | +25.7% | -1.4% | +27.1% | +25.6% |
| YTD | +38.7% | +17.3% | +21.5% | +37.6% |
| 1Y | +74.7% | +18.1% | +56.5% | +73.1% |
| 3Y | +45.4% | +32.8% | +12.6% | +42.7% |
| 5Y | +129.0% | +147.6% | -18.5% | +116.1% |
| All | +224.4% | +4.6% | +219.8% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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