+3,973.2%
PG vs MRK
+3,712.1%
+261.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -0.8% | -4.3% | +3.5% | +0.5% |
| 30D | +0.8% | +8.3% | -7.5% | -2.0% |
| 3M | -1.3% | +20.0% | -21.4% | -7.3% |
| 6M | -3.8% | +25.7% | -29.5% | -11.1% |
| YTD | +3.6% | +38.7% | -35.1% | -7.3% |
| 1Y | -5.7% | +74.7% | -80.4% | -21.9% |
| 3Y | +1.6% | +45.4% | -43.8% | -12.1% |
| 5Y | +14.6% | +129.0% | -114.4% | -15.2% |
| 10Y | +121.2% | +228.0% | -106.9% | +44.1% |
| All | +3,973.2% | +3,712.1% | +261.1% | +673.6% |
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