+78.0%
MRK vs Z
-64.6%
+142.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.9% |
| 7D | -5.0% | -11.6% | +6.6% | -5.1% |
| 30D | +11.0% | -8.5% | +19.4% | +10.9% |
| 3M | +22.4% | -7.9% | +30.3% | +22.4% |
| 6M | +25.4% | -29.1% | +54.5% | +23.4% |
| YTD | +39.5% | -54.2% | +93.7% | +34.4% |
| 1Y | +78.0% | -63.5% | +141.5% | +66.8% |
| All | +78.0% | -64.6% | +142.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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