+118.0%
NOK vs MRK
+84.5%
+33.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.5% |
| 7D | -1.8% | +1.3% | -3.1% | -1.6% |
| 30D | +4.7% | +17.1% | -12.4% | +6.5% |
| 3M | -39.7% | +25.9% | -65.6% | -38.5% |
| 6M | +23.1% | +26.8% | -3.7% | +24.5% |
| YTD | +55.0% | +44.9% | +10.1% | +60.0% |
| 1Y | +118.0% | +84.8% | +33.2% | +134.1% |
| All | +118.0% | +84.5% | +33.5% | +134.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling