+3,665.8%
MRK vs RRX
+3,748.6%
-82.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -5.0% | -3.7% | -1.3% | -4.4% |
| 30D | +11.0% | -9.3% | +20.2% | +12.7% |
| 3M | +22.4% | -21.8% | +44.2% | +26.3% |
| 6M | +25.4% | -22.0% | +47.4% | +28.6% |
| YTD | +39.5% | +11.9% | +27.6% | +34.0% |
| 1Y | +78.0% | +11.6% | +66.4% | +70.5% |
| 3Y | +45.5% | +2.2% | +43.4% | +37.0% |
| 5Y | +130.3% | +14.9% | +115.4% | +107.0% |
| 10Y | +229.8% | +214.2% | +15.6% | +137.1% |
| All | +3,665.8% | +3,748.6% | -82.8% | +2,002.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling