+116.3%
MRK vs S
-57.1%
+173.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | +8.3% | -11.4% | +19.7% | +8.2% |
| 3M | +20.0% | +33.8% | -13.8% | +20.0% |
| 6M | +25.7% | +39.5% | -13.8% | +25.6% |
| YTD | +38.7% | +31.7% | +7.1% | +38.7% |
| 1Y | +74.7% | +7.0% | +67.7% | +74.7% |
| 3Y | +45.4% | +11.8% | +33.6% | +45.5% |
| 5Y | +129.0% | -69.0% | +198.1% | +130.3% |
| All | +116.3% | -57.1% | +173.4% | +120.8% |
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