+122.2%
MRK vs S
-51.5%
+173.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.2% |
| 7D | 0.0% | +4.1% | -4.1% | 0.0% |
| 30D | +3.5% | -7.2% | +10.7% | +3.5% |
| 3M | +11.2% | 0.0% | +11.3% | +11.3% |
| 6M | +32.5% | +41.6% | -9.1% | +32.6% |
| YTD | +42.5% | +48.6% | -6.1% | +42.6% |
| 1Y | +65.4% | +30.0% | +35.4% | +65.6% |
| 3Y | +58.8% | +42.2% | +16.7% | +59.2% |
| 5Y | +103.9% | -70.8% | +174.6% | +105.4% |
| All | +122.2% | -51.5% | +173.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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