+5,744.5%
MU vs MRK
+232.4%
+5,512.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.4% |
| 7D | +2.0% | -5.0% | +7.0% | +3.3% |
| 30D | +12.5% | +11.0% | +1.6% | +9.3% |
| 3M | +9.6% | +22.4% | -12.8% | +3.3% |
| 6M | +142.6% | +25.4% | +117.2% | +125.8% |
| YTD | +242.7% | +39.5% | +203.2% | +208.3% |
| 1Y | +599.3% | +78.0% | +521.3% | +481.1% |
| 3Y | +1,308.3% | +45.5% | +1,262.7% | +1,112.0% |
| 5Y | +1,263.7% | +130.3% | +1,133.4% | +817.6% |
| All | +5,744.5% | +232.4% | +5,512.1% | +3,503.6% |
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