+131.4%
MRK vs RVMD
+636.2%
-504.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.7% |
| 30D | +12.7% | +0.3% | +12.3% | +12.6% |
| 3M | +24.2% | +38.9% | -14.6% | +22.1% |
| 6M | +27.8% | +108.1% | -80.3% | +22.3% |
| YTD | +42.2% | +160.7% | -118.5% | +33.9% |
| 1Y | +80.2% | +407.3% | -327.1% | +63.3% |
| 3Y | +48.4% | +546.6% | -498.2% | +31.2% |
| 5Y | +133.6% | +579.8% | -446.2% | +101.9% |
| All | +131.4% | +636.2% | -504.8% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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