+291.4%
MRVL vs MRK
+133.1%
+158.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | +13.8% | -2.7% | +16.5% | +13.9% |
| 30D | +12.7% | +12.7% | 0.0% | +12.5% |
| 3M | -11.9% | +24.2% | -36.2% | -12.1% |
| 6M | +153.8% | +27.8% | +126.0% | +152.8% |
| YTD | +177.0% | +42.2% | +134.7% | +175.7% |
| 1Y | +252.3% | +80.2% | +172.2% | +249.8% |
| 3Y | +325.5% | +48.4% | +277.2% | +314.9% |
| All | +291.4% | +133.1% | +158.3% | +297.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling