+1,564.8%
QQQ vs MRK
+392.5%
+1,172.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.0% | -2.7% | +3.7% | +1.8% |
| 30D | -0.6% | +12.7% | -13.3% | -4.5% |
| 3M | +1.3% | +24.2% | -22.9% | -5.9% |
| 6M | +18.1% | +27.8% | -9.7% | +8.4% |
| YTD | +16.9% | +42.2% | -25.3% | +3.5% |
| 1Y | +24.0% | +80.2% | -56.2% | +1.3% |
| 3Y | +95.6% | +48.4% | +47.2% | +66.4% |
| 5Y | +94.5% | +133.6% | -39.1% | +39.3% |
| 10Y | +571.7% | +236.2% | +335.5% | +322.6% |
| All | +1,564.8% | +392.5% | +1,172.2% | +678.2% |
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