+46.2%
MSFT vs MRK
+60.2%
-14.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | -1.8% | +0.3% | -2.1% | -1.8% |
| 3M | +5.6% | +9.7% | -4.0% | +6.0% |
| 6M | +29.8% | +32.0% | -2.1% | +31.3% |
| YTD | +9.0% | +43.3% | -34.3% | +9.8% |
| 1Y | +4.9% | +63.7% | -58.7% | +5.0% |
| 3Y | +46.2% | +58.0% | -11.8% | +51.2% |
| All | +46.2% | +60.2% | -14.0% | +51.2% |
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 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