+116.1%
PG vs MRK
+230.6%
-114.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -0.8% | -4.3% | +3.5% | +0.6% |
| 30D | +0.8% | +8.3% | -7.5% | -2.2% |
| 3M | -1.3% | +20.0% | -21.4% | -7.8% |
| 6M | -3.8% | +25.7% | -29.5% | -11.7% |
| YTD | +3.6% | +38.7% | -35.1% | -8.1% |
| 1Y | -5.7% | +74.7% | -80.4% | -23.2% |
| 3Y | +1.6% | +45.4% | -43.8% | -13.1% |
| 5Y | +14.6% | +129.0% | -114.4% | -19.7% |
| All | +116.1% | +230.6% | -114.5% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling