+1,925.8%
MRVL vs MRK
+230.6%
+1,695.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.1% |
| 7D | +5.6% | -4.3% | +9.9% | +6.6% |
| 30D | +8.8% | +8.3% | +0.5% | +6.9% |
| 3M | -15.9% | +20.0% | -35.9% | -19.6% |
| 6M | +161.3% | +25.7% | +135.6% | +146.7% |
| YTD | +178.2% | +38.7% | +139.5% | +156.3% |
| 1Y | +255.3% | +74.7% | +180.6% | +208.1% |
| 3Y | +323.1% | +45.4% | +277.8% | +274.8% |
| 5Y | +293.2% | +129.0% | +164.2% | +181.2% |
| All | +1,925.8% | +230.6% | +1,695.2% | +1,236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 10y: compounded portfolio wealth divided by compounded MRK 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…
10y analysis · Full analysis span regression · 6 months rolling