+52.4%
RSP vs MRK
+48.0%
+4.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -1.8% | -2.7% | +0.9% | -1.4% |
| 30D | -2.5% | +12.7% | -15.2% | -4.5% |
| 3M | +3.0% | +24.2% | -21.2% | -0.9% |
| 6M | +8.9% | +27.8% | -18.9% | +4.2% |
| YTD | +13.0% | +42.2% | -29.2% | +5.9% |
| 1Y | +16.2% | +80.2% | -64.0% | +4.3% |
| All | +52.4% | +48.0% | +4.4% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling