+384.6%
NVDA vs MRK
+44.4%
+340.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | -5.1% | -4.3% | -0.9% | -5.6% |
| 30D | -2.5% | +8.3% | -10.8% | -1.5% |
| 3M | +6.7% | +20.0% | -13.4% | +9.0% |
| 6M | +17.6% | +25.7% | -8.1% | +20.7% |
| YTD | +17.3% | +38.7% | -21.4% | +21.4% |
| 1Y | +23.5% | +74.7% | -51.2% | +29.1% |
| 3Y | +384.6% | +45.4% | +339.3% | +411.0% |
| All | +384.6% | +44.4% | +340.2% | +411.0% |
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