+226.2%
MRK vs RY
+377.5%
-151.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.0% |
| 30D | +11.0% | -2.0% | +13.0% | +11.6% |
| 3M | +22.4% | +4.9% | +17.5% | +20.1% |
| 6M | +25.4% | +26.1% | -0.7% | +15.1% |
| YTD | +39.5% | +22.4% | +17.1% | +29.2% |
| 1Y | +78.0% | +44.7% | +33.2% | +55.2% |
| 3Y | +45.5% | +155.7% | -110.1% | +1.7% |
| 5Y | +130.3% | +137.7% | -7.4% | +63.0% |
| All | +226.2% | +377.5% | -151.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling