+105.7%
MRK vs RRC
+134.0%
-28.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | +0.7% | +6.4% | -5.7% | +0.5% |
| 30D | +0.3% | +23.9% | -23.6% | -0.7% |
| 3M | +9.7% | +30.2% | -20.5% | +8.3% |
| 6M | +32.0% | +26.3% | +5.7% | +30.4% |
| YTD | +43.3% | +48.1% | -4.8% | +40.4% |
| 1Y | +63.7% | +37.7% | +26.0% | +60.9% |
| 3Y | +58.0% | +60.3% | -2.3% | +53.6% |
| All | +105.7% | +134.0% | -28.2% | +96.1% |
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 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