+105.7%
MRK vs RVTY
-15.1%
+120.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +0.3% | +1.5% | -1.3% | -0.2% |
| 3M | +9.7% | +31.5% | -21.8% | +4.1% |
| 6M | +32.0% | +62.7% | -30.7% | +20.8% |
| YTD | +43.3% | +60.0% | -16.7% | +30.6% |
| 1Y | +63.7% | +65.7% | -2.0% | +48.3% |
| 3Y | +58.0% | +85.2% | -27.2% | +41.7% |
| All | +105.7% | -15.1% | +120.8% | +89.3% |
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