+49.0%
MRK vs RVTY
+16.6%
+32.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -2.7% | -5.4% | +2.7% | -1.5% |
| 30D | +12.7% | +6.7% | +5.9% | +11.0% |
| 3M | +24.2% | +19.0% | +5.2% | +19.2% |
| 6M | +27.8% | +34.6% | -6.8% | +18.8% |
| YTD | +42.2% | +28.3% | +13.9% | +32.8% |
| 1Y | +80.2% | +46.0% | +34.2% | +62.8% |
| All | +49.0% | +16.6% | +32.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling