+49.9%
MRK vs Z
-36.8%
+86.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.0% |
| 7D | -0.9% | -3.3% | +2.3% | -0.8% |
| 30D | +15.5% | -3.7% | +19.2% | +15.6% |
| 3M | +25.1% | -7.0% | +32.1% | +25.4% |
| 6M | +30.1% | -29.5% | +59.6% | +31.4% |
| YTD | +43.1% | -52.6% | +95.7% | +47.0% |
| 1Y | +82.5% | -64.0% | +146.5% | +90.5% |
| All | +49.9% | -36.8% | +86.7% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling