+130.3%
MRK vs RUN
-81.3%
+211.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.9% |
| 7D | -5.0% | -3.4% | -1.6% | -5.0% |
| 30D | +11.0% | -14.0% | +24.9% | +11.2% |
| 3M | +22.4% | -27.5% | +49.9% | +22.8% |
| 6M | +25.4% | -29.0% | +54.4% | +25.8% |
| YTD | +39.5% | -53.1% | +92.6% | +40.3% |
| 1Y | +78.0% | -46.7% | +124.7% | +78.5% |
| 3Y | +45.5% | -38.3% | +83.9% | +43.8% |
| 5Y | +130.3% | -80.7% | +211.0% | +134.5% |
| All | +130.3% | -81.3% | +211.5% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling