+3,767.8%
MRK vs RRC
+1,510.8%
+2,257.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | +0.7% | +6.4% | -5.7% | +0.4% |
| 30D | +0.3% | +23.9% | -23.6% | -1.0% |
| 3M | +9.7% | +30.2% | -20.5% | +7.9% |
| 6M | +32.0% | +26.3% | +5.7% | +30.0% |
| YTD | +43.3% | +48.1% | -4.8% | +39.8% |
| 1Y | +63.7% | +37.7% | +26.0% | +60.3% |
| 3Y | +58.0% | +60.3% | -2.3% | +52.6% |
| 5Y | +105.0% | +135.3% | -30.3% | +91.0% |
| 10Y | +228.6% | +73.3% | +155.3% | +193.7% |
| All | +3,767.8% | +1,510.8% | +2,257.0% | +3,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling