+268.9%
MRK vs Z
+4.2%
+264.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | 0.0% | -4.9% | +4.9% | +0.2% |
| 30D | +3.5% | +3.0% | +0.5% | +3.3% |
| 3M | +11.2% | -13.4% | +24.6% | +11.8% |
| 6M | +32.5% | -27.3% | +59.8% | +34.1% |
| YTD | +42.5% | -57.8% | +100.3% | +47.7% |
| 1Y | +65.4% | -60.0% | +125.4% | +71.9% |
| 3Y | +58.8% | -21.5% | +80.3% | +57.9% |
| 5Y | +103.9% | -55.0% | +158.8% | +105.5% |
| 10Y | +226.8% | -18.8% | +245.6% | +194.3% |
| All | +268.9% | +4.2% | +264.7% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling