+57.1%
MRK vs Z
-20.9%
+78.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | 0.0% | -4.9% | +4.9% | +0.2% |
| 30D | +3.5% | +3.0% | +0.5% | +3.4% |
| 3M | +11.2% | -13.4% | +24.6% | +11.8% |
| 6M | +32.5% | -27.3% | +59.8% | +33.8% |
| YTD | +42.5% | -57.8% | +100.3% | +46.9% |
| 1Y | +65.4% | -60.0% | +125.4% | +71.0% |
| All | +57.1% | -20.9% | +78.0% | +61.8% |
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 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