+1,700.7%
NOK vs MRK
+2,910.4%
-1,209.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +9.3% | -2.7% | +12.1% | +10.3% |
| 30D | +17.9% | +12.7% | +5.2% | +12.5% |
| 3M | -22.3% | +24.2% | -46.6% | -28.9% |
| 6M | +36.4% | +27.8% | +8.6% | +23.3% |
| YTD | +66.3% | +42.2% | +24.1% | +44.3% |
| 1Y | +134.4% | +80.2% | +54.2% | +85.3% |
| 3Y | +186.6% | +48.4% | +138.2% | +137.5% |
| 5Y | +102.7% | +133.6% | -30.9% | +37.7% |
| 10Y | +129.8% | +236.2% | -106.4% | +32.0% |
| All | +1,700.7% | +2,910.4% | -1,209.7% | +519.9% |
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