+49.3%
MRK vs S
+13.8%
+35.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -1.2% |
| 7D | -0.9% | -5.8% | +4.9% | -0.9% |
| 30D | +15.5% | -9.2% | +24.7% | +15.4% |
| 3M | +25.1% | +23.4% | +1.7% | +24.4% |
| 6M | +30.1% | +36.9% | -6.8% | +29.1% |
| YTD | +43.1% | +29.5% | +13.6% | +42.2% |
| 1Y | +82.5% | +5.4% | +77.0% | +82.2% |
| 3Y | +49.3% | +14.7% | +34.6% | +48.2% |
| All | +49.3% | +13.8% | +35.6% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling