+129.9%
MRK vs RRX
+17.8%
+112.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.6% |
| 6M | +25.7% | -19.5% | +45.2% | +26.5% |
| YTD | +38.7% | +16.1% | +22.7% | +36.1% |
| 1Y | +74.7% | +12.9% | +61.8% | +71.4% |
| 3Y | +45.4% | +7.9% | +37.4% | +41.3% |
| All | +129.9% | +17.8% | +112.1% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling