+224.4%
MRK vs RSG
+428.9%
-204.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +8.3% | +4.0% | +4.3% | +6.5% |
| 3M | +20.0% | +7.4% | +12.7% | +16.3% |
| 6M | +25.7% | +0.1% | +25.6% | +25.2% |
| YTD | +38.7% | +6.0% | +32.7% | +34.4% |
| 1Y | +74.7% | -3.0% | +77.7% | +76.0% |
| 3Y | +45.4% | +56.5% | -11.1% | +15.2% |
| 5Y | +129.0% | +90.9% | +38.1% | +60.9% |
| All | +224.4% | +428.9% | -204.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling