+1,384.0%
MRK vs RY
+11,573.6%
-10,189.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +1.3% | +3.1% | -1.8% | +0.3% |
| 30D | +17.1% | -0.3% | +17.5% | +17.2% |
| 3M | +25.9% | +8.7% | +17.2% | +22.3% |
| 6M | +26.8% | +28.5% | -1.7% | +16.5% |
| YTD | +44.9% | +25.1% | +19.8% | +34.1% |
| 1Y | +84.8% | +46.3% | +38.5% | +62.5% |
| 3Y | +50.1% | +154.9% | -104.8% | +8.9% |
| 5Y | +127.4% | +140.3% | -12.9% | +66.3% |
| 10Y | +240.0% | +377.0% | -137.1% | +94.6% |
| All | +1,384.0% | +11,573.6% | -10,189.6% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling