+224.1%
MRK vs RY
+354.4%
-130.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +1.7% | +6.1% | -4.5% | -0.4% |
| 3M | +13.8% | -3.4% | +17.1% | +15.0% |
| 6M | +34.7% | +12.8% | +21.9% | +28.7% |
| YTD | +43.6% | +21.0% | +22.5% | +33.6% |
| 1Y | +75.7% | +40.5% | +35.2% | +55.1% |
| 3Y | +60.0% | +159.9% | -99.9% | +11.6% |
| 5Y | +105.4% | +125.0% | -19.6% | +49.4% |
| 10Y | +224.1% | +350.6% | -126.4% | +72.1% |
| All | +224.1% | +354.4% | -130.2% | +72.1% |
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