+5,900.4%
NKE vs MRK
+3,712.1%
+2,188.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.2% | -4.3% | +0.1% | -2.9% |
| 30D | -8.2% | +8.3% | -16.5% | -10.6% |
| 3M | -19.1% | +20.0% | -39.1% | -23.9% |
| 6M | -32.6% | +25.7% | -58.3% | -37.7% |
| YTD | -40.7% | +38.7% | -79.5% | -46.9% |
| 1Y | -48.9% | +74.7% | -123.5% | -57.4% |
| 3Y | -59.2% | +45.4% | -104.6% | -64.5% |
| 5Y | -75.3% | +129.0% | -204.4% | -81.6% |
| 10Y | -23.1% | +228.0% | -251.1% | -48.8% |
| All | +5,900.4% | +3,712.1% | +2,188.3% | +962.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling