+45.4%
MRK vs RRX
+5.4%
+40.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | -4.3% | -0.3% | -3.9% | -4.2% |
| 30D | +8.3% | -6.1% | +14.4% | +8.7% |
| 3M | +20.0% | -23.1% | +43.1% | +21.8% |
| 6M | +25.7% | -19.5% | +45.2% | +26.4% |
| YTD | +38.7% | +16.1% | +22.7% | +35.5% |
| 1Y | +74.7% | +12.9% | +61.8% | +70.6% |
| 3Y | +45.4% | +7.9% | +37.4% | +42.1% |
| All | +45.4% | +5.4% | +40.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling