-9.8%
RDDT vs MRK
+21.7%
-31.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +5.3% |
| 7D | -0.4% | -5.0% | +4.6% | -2.5% |
| 30D | -0.5% | +11.0% | -11.5% | +9.9% |
| 3M | -9.8% | +22.4% | -32.2% | +12.0% |
| All | -9.8% | +21.7% | -31.5% | +12.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling