+1,307.7%
MU vs MRK
+130.8%
+1,176.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | +7.2% | -0.9% | +8.1% | +7.2% |
| 30D | +14.0% | +15.5% | -1.5% | +13.5% |
| 3M | +5.4% | +25.1% | -19.7% | +4.6% |
| 6M | +170.3% | +30.1% | +140.2% | +167.2% |
| YTD | +250.7% | +43.1% | +207.6% | +244.1% |
| 1Y | +662.1% | +82.5% | +579.7% | +633.6% |
| 3Y | +1,341.2% | +49.3% | +1,291.9% | +1,274.3% |
| All | +1,307.7% | +130.8% | +1,176.9% | +1,209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling