+1.6%
PG vs MRK
+44.4%
-42.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.8% | -4.3% | +3.5% | +0.2% |
| 30D | +0.8% | +8.3% | -7.5% | -1.4% |
| 3M | -1.3% | +20.0% | -21.4% | -6.1% |
| 6M | -3.8% | +25.7% | -29.5% | -9.7% |
| YTD | +3.6% | +38.7% | -35.1% | -5.0% |
| 1Y | -5.7% | +74.7% | -80.4% | -18.6% |
| 3Y | +1.6% | +45.4% | -43.8% | -7.8% |
| All | +1.6% | +44.4% | -42.8% | -7.8% |
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