+48.9%
MSFT vs MRK
+48.0%
+0.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.5% |
| 7D | -1.0% | -2.7% | +1.7% | -1.1% |
| 30D | -2.7% | +12.7% | -15.4% | -2.1% |
| 3M | +22.1% | +24.2% | -2.1% | +23.3% |
| 6M | +20.6% | +27.8% | -7.2% | +21.9% |
| YTD | +2.3% | +42.2% | -39.9% | +3.1% |
| 1Y | -0.5% | +80.2% | -80.7% | -1.0% |
| All | +48.9% | +48.0% | +0.9% | +56.3% |
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