+4,524.1%
MU vs MRK
+226.6%
+4,297.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +21.6% | 0.0% | +21.6% | +21.6% |
| 30D | -16.2% | +3.5% | -19.7% | -17.1% |
| 3M | -12.4% | +11.2% | -23.6% | -15.1% |
| 6M | +4.2% | +32.5% | -28.3% | -4.6% |
| YTD | +180.0% | +42.5% | +137.5% | +150.2% |
| 1Y | +226.4% | +65.4% | +161.0% | +178.3% |
| 3Y | +969.7% | +58.8% | +910.9% | +792.9% |
| 5Y | +957.9% | +103.9% | +854.1% | +669.6% |
| All | +4,524.1% | +226.6% | +4,297.5% | +2,698.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling