+133.6%
MRK vs RRC
+154.4%
-20.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +12.7% | +3.6% | +9.1% | +12.5% |
| 3M | +24.2% | +8.8% | +15.4% | +23.7% |
| 6M | +27.8% | +0.8% | +27.0% | +27.6% |
| YTD | +42.2% | +19.0% | +23.2% | +40.9% |
| 1Y | +80.2% | +22.9% | +57.3% | +78.3% |
| 3Y | +48.4% | +32.3% | +16.1% | +45.8% |
| 5Y | +133.6% | +151.6% | -18.0% | +116.3% |
| All | +133.6% | +154.4% | -20.8% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling