+3,812.0%
MRK vs RRC
+1,202.2%
+2,609.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.3% |
| 30D | +17.1% | +10.1% | +7.0% | +16.5% |
| 3M | +25.9% | +4.0% | +21.9% | +25.6% |
| 6M | +26.8% | +1.6% | +25.2% | +26.6% |
| YTD | +44.9% | +19.7% | +25.2% | +43.3% |
| 1Y | +84.8% | +21.4% | +63.4% | +82.5% |
| 3Y | +50.1% | +29.7% | +20.4% | +46.8% |
| 5Y | +127.4% | +153.9% | -26.4% | +111.0% |
| 10Y | +240.0% | +10.8% | +229.1% | +211.9% |
| All | +3,812.0% | +1,202.2% | +2,609.8% | +3,171.4% |
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