+3,767.8%
MRK vs RVTY
+2,885.1%
+882.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.9% |
| 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% | +3.9% |
| 6M | +32.0% | +62.7% | -30.7% | +20.0% |
| YTD | +43.3% | +60.0% | -16.7% | +29.8% |
| 1Y | +63.7% | +65.7% | -2.0% | +47.3% |
| 3Y | +58.0% | +85.2% | -27.2% | +37.8% |
| 5Y | +105.0% | -14.9% | +119.9% | +100.6% |
| 10Y | +228.6% | +211.9% | +16.7% | +151.6% |
| All | +3,767.8% | +2,885.1% | +882.7% | +1,446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling