+133,470.8%
MSFT vs MRK
+3,881.6%
+129,589.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +2.7% | +17.1% | -14.4% | -2.9% |
| 3M | +17.0% | +25.9% | -8.9% | +7.5% |
| 6M | +23.8% | +26.8% | -3.0% | +12.9% |
| YTD | +4.0% | +44.9% | -40.9% | -9.9% |
| 1Y | -0.8% | +84.8% | -85.7% | -21.5% |
| 3Y | +55.6% | +50.1% | +5.5% | +29.2% |
| 5Y | +72.9% | +127.4% | -54.5% | +20.9% |
| 10Y | +875.8% | +240.0% | +635.8% | +487.9% |
| All | +133,470.8% | +3,881.6% | +129,589.1% | +20,717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling