+203.4%
RSP vs MRK
+232.4%
-29.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | -3.1% | -5.0% | +1.9% | -1.5% |
| 30D | -3.4% | +11.0% | -14.4% | -6.9% |
| 3M | +3.6% | +22.4% | -18.8% | -3.6% |
| 6M | +9.0% | +25.4% | -16.4% | +0.3% |
| YTD | +12.2% | +39.5% | -27.3% | -0.6% |
| 1Y | +15.6% | +78.0% | -62.4% | -6.4% |
| 3Y | +51.6% | +45.5% | +6.1% | +28.6% |
| 5Y | +50.4% | +130.3% | -79.9% | +0.8% |
| All | +203.4% | +232.4% | -29.0% | +81.6% |
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 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