+210.3%
RSP vs MRK
+226.6%
-16.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +3.5% | +3.5% | 0.0% | +2.2% |
| 3M | +0.2% | +11.2% | -11.0% | -3.7% |
| 6M | +9.1% | +32.5% | -23.4% | -1.5% |
| YTD | +16.6% | +42.5% | -25.9% | +2.3% |
| 1Y | +17.9% | +65.4% | -47.5% | -2.0% |
| 3Y | +64.6% | +58.8% | +5.8% | +34.5% |
| 5Y | +48.4% | +103.9% | -55.4% | +6.5% |
| All | +210.3% | +226.6% | -16.2% | +82.1% |
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