+321.2%
MRVL vs MRK
+48.0%
+273.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | +13.8% | -2.7% | +16.5% | +14.0% |
| 30D | +12.7% | +12.7% | 0.0% | +12.0% |
| 3M | -11.9% | +24.2% | -36.2% | -12.7% |
| 6M | +153.8% | +27.8% | +126.0% | +150.4% |
| YTD | +177.0% | +42.2% | +134.7% | +172.0% |
| 1Y | +252.3% | +80.2% | +172.2% | +241.4% |
| All | +321.2% | +48.0% | +273.2% | +318.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling