+19.5%
RSP vs MRK
+66.6%
-47.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | +4.3% | +0.3% | +4.0% | +4.2% |
| 3M | -0.3% | +9.7% | -10.0% | -1.7% |
| 6M | +9.8% | +32.0% | -22.1% | +5.0% |
| YTD | +16.8% | +43.3% | -26.4% | +9.2% |
| 1Y | +19.5% | +63.7% | -44.2% | +8.3% |
| All | +19.5% | +66.6% | -47.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling