+125.9%
MRK vs S
-56.8%
+182.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +1.3% | -7.7% | +9.0% | +1.3% |
| 30D | +17.1% | -5.3% | +22.5% | +17.1% |
| 3M | +25.9% | +20.3% | +5.6% | +25.8% |
| 6M | +26.8% | +47.4% | -20.6% | +26.8% |
| YTD | +44.9% | +32.5% | +12.4% | +44.9% |
| 1Y | +84.8% | +9.5% | +75.3% | +84.9% |
| 3Y | +50.1% | +15.5% | +34.6% | +50.3% |
| 5Y | +127.4% | -71.2% | +198.6% | +128.3% |
| All | +125.9% | -56.8% | +182.7% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling