+1,364.7%
MU vs MRK
+53.3%
+1,311.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.1% |
| 7D | +9.0% | +1.3% | +7.6% | +8.9% |
| 30D | +13.8% | +17.1% | -3.3% | +13.2% |
| 3M | +2.1% | +25.9% | -23.8% | +1.3% |
| 6M | +153.8% | +26.8% | +127.0% | +151.3% |
| YTD | +256.4% | +44.9% | +211.5% | +247.4% |
| 1Y | +719.8% | +84.8% | +634.9% | +675.6% |
| All | +1,364.7% | +53.3% | +1,311.4% | +1,272.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling