+133.6%
MRK vs Z
-65.8%
+199.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -2.7% | -7.1% | +4.3% | -2.5% |
| 30D | +12.7% | -4.8% | +17.5% | +12.8% |
| 3M | +24.2% | -9.3% | +33.6% | +24.5% |
| 6M | +27.8% | -29.0% | +56.8% | +28.8% |
| YTD | +42.2% | -52.9% | +95.1% | +45.0% |
| 1Y | +80.2% | -63.1% | +143.3% | +85.3% |
| 3Y | +48.4% | -36.9% | +85.2% | +49.4% |
| 5Y | +133.6% | -65.5% | +199.1% | +141.8% |
| All | +133.6% | -65.8% | +199.3% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling