+224.4%
MRK vs RUN
+42.2%
+182.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -4.3% | -3.7% | -0.5% | -4.1% |
| 30D | +8.3% | -13.0% | +21.3% | +8.7% |
| 3M | +20.0% | -31.8% | +51.8% | +21.3% |
| 6M | +25.7% | -32.2% | +57.9% | +26.8% |
| YTD | +38.7% | -53.5% | +92.2% | +40.8% |
| 1Y | +74.7% | -46.5% | +121.2% | +76.2% |
| 3Y | +45.4% | -37.6% | +83.0% | +40.5% |
| 5Y | +129.0% | -80.9% | +209.9% | +127.3% |
| All | +224.4% | +42.2% | +182.2% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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