+84.6%
MRK vs SO
+3.3%
+81.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +6.7% | +1.7% | +4.9% | +5.8% |
| 30D | +7.8% | +11.1% | -3.4% | +2.3% |
| 3M | +18.2% | +0.7% | +17.5% | +17.7% |
| 6M | +34.7% | -1.4% | +36.1% | +35.4% |
| YTD | +45.8% | +9.4% | +36.4% | +39.6% |
| 1Y | +84.6% | +3.7% | +80.8% | +85.4% |
| All | +84.6% | +3.3% | +81.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling