+872.1%
MSFT vs MRK
+232.4%
+639.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -3.5% | -5.0% | +1.5% | -2.2% |
| 30D | -2.1% | +11.0% | -13.0% | -5.0% |
| 3M | +24.2% | +22.4% | +1.8% | +16.9% |
| 6M | +21.9% | +25.4% | -3.5% | +13.4% |
| YTD | +2.5% | +39.5% | -37.0% | -8.3% |
| 1Y | -0.8% | +78.0% | -78.7% | -18.6% |
| 3Y | +50.8% | +45.5% | +5.2% | +29.3% |
| 5Y | +73.5% | +130.3% | -56.8% | +14.3% |
| All | +872.1% | +232.4% | +639.7% | +480.2% |
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