+72.3%
MSFT vs MRK
+129.3%
-57.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.5% |
| 7D | -1.0% | -2.7% | +1.7% | -1.0% |
| 30D | -2.7% | +12.7% | -15.4% | -3.0% |
| 3M | +22.1% | +24.2% | -2.1% | +21.4% |
| 6M | +20.6% | +27.8% | -7.2% | +19.7% |
| YTD | +2.3% | +42.2% | -39.9% | +0.6% |
| 1Y | -0.5% | +80.2% | -80.7% | -4.4% |
| 3Y | +50.5% | +48.4% | +2.1% | +46.4% |
| 5Y | +72.3% | +133.6% | -61.2% | +55.7% |
| All | +72.3% | +129.3% | -57.0% | +55.7% |
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