+130.3%
MRK vs RVTY
-34.5%
+164.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.5% |
| 7D | -5.0% | -7.4% | +2.4% | -3.7% |
| 30D | +11.0% | +4.5% | +6.5% | +10.1% |
| 3M | +22.4% | +19.5% | +2.9% | +18.5% |
| 6M | +25.4% | +34.1% | -8.7% | +18.6% |
| YTD | +39.5% | +25.3% | +14.2% | +32.9% |
| 1Y | +78.0% | +47.0% | +31.0% | +65.0% |
| 3Y | +45.5% | +14.1% | +31.4% | +38.5% |
| 5Y | +130.3% | -34.6% | +164.8% | +125.3% |
| All | +130.3% | -34.5% | +164.8% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling