+265.1%
MU vs MRK
+87.2%
+178.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.9% | -10.9% | -6.2% |
| 7D | -19.1% | +6.7% | -25.8% | -18.1% |
| 30D | -25.2% | +7.8% | -33.0% | -24.1% |
| 3M | -10.9% | +18.2% | -29.1% | -7.2% |
| 6M | +38.0% | +34.7% | +3.3% | +46.8% |
| YTD | +178.8% | +45.8% | +133.0% | +206.7% |
| 1Y | +265.1% | +84.6% | +180.6% | +330.1% |
| All | +265.1% | +87.2% | +178.0% | +330.1% |
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