-0.8%
MSFT vs MRK
+77.5%
-78.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | -0.1% |
| 7D | -3.5% | -5.0% | +1.5% | -4.2% |
| 30D | -2.1% | +11.0% | -13.0% | -0.1% |
| 3M | +24.2% | +22.4% | +1.8% | +29.3% |
| 6M | +21.9% | +25.4% | -3.5% | +27.5% |
| YTD | +2.5% | +39.5% | -37.0% | +8.2% |
| 1Y | -0.8% | +78.0% | -78.7% | +4.6% |
| All | -0.8% | +77.5% | -78.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling