+104.2%
MRK vs SNAP
-90.1%
+194.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -0.7% |
| 7D | -2.1% | -9.8% | +7.7% | -2.0% |
| 30D | +1.2% | -18.2% | +19.4% | +1.5% |
| 3M | +13.5% | -3.1% | +16.6% | +13.5% |
| 6M | +34.0% | -7.1% | +41.1% | +34.0% |
| YTD | +42.7% | -33.8% | +76.5% | +43.4% |
| 1Y | +66.6% | -39.0% | +105.6% | +67.6% |
| 3Y | +59.1% | -52.8% | +111.9% | +59.4% |
| All | +104.2% | -90.1% | +194.2% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 5y: compounded portfolio wealth divided by compounded SNAP 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…
5y analysis · Full analysis span regression · 6 months rolling